PDF distribution of ln(x) when x has normal distribution

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SUMMARY

The discussion centers on the distribution of ln(x) when x is a normally distributed random variable. It references the derivation of the probability density function (PDF) for a transformed variable Y = g(X) in terms of the original variable X. The key resource mentioned is the Wikipedia page on random variables, which provides insights into the transformation of distributions. Understanding these transformations is crucial for statistical analysis involving logarithmic functions of normally distributed variables.

PREREQUISITES
  • Understanding of normal distribution and its properties
  • Familiarity with probability density functions (PDFs)
  • Knowledge of transformation techniques in statistics
  • Basic grasp of random variables and their functions
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  • Study the derivation of the PDF for transformed variables in statistics
  • Explore the implications of the Central Limit Theorem on transformed distributions
  • Learn about the properties of log-normal distributions
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Statisticians, data analysts, and researchers interested in the behavior of logarithmic transformations of normally distributed variables.

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Hi All,

I'm wondering if ln(x) has any know distribution when x is a normal random variable?
Also, is there any distribution for x that generate a known distribution for ln(x)?

Thanks,
 
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