题目
Given two variables X and Y that follow a lognormal distribution, which of the choices below is the correct about the distribution of X*Y?
选项
A.Normal
B.Lognormal
C.Exponential
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，这意味着ln（X） ＋ln（Y）= ln（XY）也呈正态分布，这意味着XY必须为对数正态分布.