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Q40Section ST (Statistics (Q11–Q65))40 of 65

Lognormal moments and variance of the log

Let XX be a continuous random variable with probability density function f(x)=1σx2πe−12(log⁡ex−μσ)2,  x>0f(x) = \frac{1}{\sigma x \sqrt{2\pi}} e^{-\frac{1}{2} (\frac{\log_{e} x - \mu}{\sigma})^2}, \; x > 0, where μ∈R\mu \in \mathbb{R}, σ>0\sigma > 0. If log⁡e(E(X2)(E(X))2)=4\log_{e} (\frac{E(X^2)}{(E(X))^2}) = 4, then Var⁡(log⁡eX)\operatorname{Var}(\log_{e} X) equals

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