0

Say we have a random variable which follows Lognormal distribution. We take samples of this r.v. repeatedly, until the value of the sample is greater than a fixed threshold.

Can we find the mathematical expression of the count, and the summation of the values, of all taken samples before we stop?

SamTest
  • 121
  • Are you merely looking for notations to represent these two quantities? Or are you looking for information about their probability distributions? – David K Feb 22 '16 at 21:55
  • Hi, David, my first goal is to find a mathematical expression of those two values without considering their probability distribution. I just ran a Matlab simulation and found both values fit Exponential distribution very well, so I am now wondering if I can eventually "prove" (or just solve), they fit Exponential distribution. – SamTest Feb 22 '16 at 22:19

0 Answers0