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econmath
Recent content by econmath
E
What Is the Expectation E(log(x-a)) for a Log-Normally Distributed Variable x?
Yes of course, but I am looking for E[log (x-a)] not E[log(x)]. Thanks.
econmath
Post #3
Oct 29, 2013
Forum:
General Math
E
What Is the Expectation E(log(x-a)) for a Log-Normally Distributed Variable x?
What is the expectation, E(log(x-a)), when x is log normally distributed? Also x-a>0. I am looking for analytical solution or good numerical approximation. Thanks
econmath
Thread
Oct 28, 2013
Expectation
Log
Normal
Replies: 3
Forum:
General Math
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