Problem 5. (i) Let X be a random variable such that log X is normally distributed with mean u and variance o. What is the probability of X < a, P(X < a)? (You need to write the expression P(X < a) in terms of u ad o ) (ii) Let X,. X, be independent normally distributed random variables and denote the mean of X, with , and its variance with of What is the distribution of Xị +...+ X,?

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