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Question 715  return distribution

If a variable, say X, is normally distributed with mean μ and variance σ2 then mathematicians write XN(μ,σ2).

If a variable, say Y, is log-normally distributed and the underlying normal distribution has mean μ and variance σ2 then mathematicians write YlnN(μ,σ2).

The below three graphs show probability density functions (PDF) of three different random variables Red, Green and Blue.

PDF graph

Select the most correct statement: