Hello math minds,
This is my first post. I was over at physics forums (under a different name) but have quickly migrated to this site after finding it (Rofl).
I would appreciate it if someone could walk me through this, if like me, you find yourself with a lot of free time.
Let be a random variable with probability density function
and (a piecewise function) where are parametres (N and R denote natural and real numbers). Note that when is the pdf corresponding to a long-normal distribution.
(1) Show that
(2) Show that the moments for all do not depend on or n.
(3) Show that is infinite for any t > 0