Hi, i've been stuck on this problem for a day now, and I'm finally giving up. I'm given a lognormal variable X(with mu, and sigma^2) and Assume a transformation of Y = aX^b. I need to find the distribtuion of Y and the expected value. Whenever i go for an attempt i end up getting to p(ln(x)< 1/b *ln(y/a) i start to try to integrate and I get lost. anyone willing to walk me through this? The algeba/calculus involved is horrid.