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 .

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

Good Luck