题目
Given two variables X and Y that are lognormally distributed, what is the distribution of X × Y?
选项
A.Normal
B.Lognormal
C.Binomial
D.None of the above
答案
B
解析
If X and Y are lognormally distributed, ln(X) and ln(Y) will be normally distributed, which means that ln(X)+ln(Y)=ln(XY) is also normally distributed, implying that XY must be lognormally distributed. 如果X和Y呈对数正态分布，则ln（X）和ln（Y）将呈正态分布，那么ln（X） ln（Y）= ln（XY）也呈正态分布，这意味着XY必须呈对数正态分布。