Probabilities_of_log_normal.png


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English: a. y is a log-normal variable. p(sin y>0) is computed by transforming to the normal variable x = ln y, then integrating its density over the domain defined by sin(exp(x))>0, using the numerical method of ray-tracing. b & c. The pdf and cdf of the function sin(y) of the log-normal variable can also be computed in this way.
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Author Dvidby0

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17 May 2021