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  • 2 years ago

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

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  1. billchenxi
    • 2 years ago
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    e^5, since 5 is the normal mean, and since you have to log it, you need to exp it back.

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