y**u 发帖数: 4 | 1 Dose anyone know how to calculate the expectation of W=X^a/(X+b)^(a+b)? where X
=exp(u+s^2*Z), Z is a standard normal random variable (which implies that X
follows a lognormal distribution). please consider a, b, u, and s as known
constants.
Many Thanks! |
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