Skip to content
Competitive Stats
Q5Section I (Objective (Q1–Q80))5 of 80

Distribution Theory — variance of a squared standardized log-normal transform

If X∼X \sim log-normal (μ,σ2)(\mu, \sigma^{2}) and Y=σXμY = \sigma X^{\mu}; σ>0\sigma > 0, −∞<μ<∞-\infty < \mu < \infty, then what is the value of Var⁡((log⁡Yσ−μ2)2)\operatorname{Var}\left(\left(\log\frac{Y}{\sigma} - \mu^{2}\right)^{2}\right)?

Options

Pick an option to check your answer. In a mock test a wrong answer here costs 0.83 mark.