1. The problem statement, all variables and given/known data Let X ~ Normal(μ,σ2). Define Y=eX. a) Find the PDF of Y. b) Show that the moment generating function of Y doesn't exist. 2. Relevant equations 3. The attempt at a solution For part a, I used the fact that fy(y) = |d/dy g-1(y)| fx(g-1(y)). Therefore I got that fy(y)= (1/y)(1/√(2piσ2)e-(ln(y)-μ)2/2σ2 Then for b), I used ψY(t)=E(etY)=∫etyfy(y)dy. When I plug in fy(y) I get a function that is nonlinear and too complicated to integrate. If someone could give me a hint on the next step it would be greatly appreciated.