Hi all, i have a few parts to a question that I'm not too sure about, and i was wondering if anyone could help me out.

I'll start with one and add more in if i still need help.

I'm having trouble deriving the E(X) of the log normal distribution.

I believe i should be using moment generating functions of the normal distribution and applying a X = exp(Y) transformation? But I'm not entirely sure how to use them both to derive it.

Thanks!