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pakinam
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You simulate a lot of lognorma(5, 1) random variables and take their geometric mean. What will it likely be close to?
e^{5 + 1/2}
5 + 1/2
e^5
5
 one year ago
 one year ago
pakinam Group Title
You simulate a lot of lognorma(5, 1) random variables and take their geometric mean. What will it likely be close to? e^{5 + 1/2} 5 + 1/2 e^5 5
 one year ago
 one year ago

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billchenxi Group TitleBest ResponseYou've already chosen the best response.0
e^5, since 5 is the normal mean, and since you have to log it, you need to exp it back.
 one year ago
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