if we say that commodity price follows a lognormal distribution ,we mean that over time:A. the natural logarithm of the price is normal distributed.
为什么这个答案是错误的?
不是说“if the random variable X is log-normally distributed, then Y=In(X) has a normal distribution.“ 所以我有点不明白为什么这个选项是错的。
谢谢大家。
2017/09/01 18:56
the only thing i see is y and x are not time correlated. Therefore, one couldnt say the transformation between the distributions are 'over time' happening.
could check with the correct answer, if they emphasized on something else that related to time, that's probably the reason.