[Date Index] [Thread Index] [Author Index]

moments of a sum of lognormal variables

• To: mathgroup at smc.vnet.net
• Subject: [mg97617] moments of a sum of lognormal variables
• From: "qwerty_pt at libero.it" <qwerty_pt at libero.it>
• Date: Tue, 17 Mar 2009 04:58:32 -0500 (EST)
• Reply-to: "qwerty_pt at libero.it" <qwerty_pt at libero.it>

I am new in Mathematica and I am facing a problem of statistics.
I would appreciate if you can help me to define a distribution of the sum of 
correlated lognormal variables and define the moments of this distribution,

Thank you very much

Kind regards,
pt