MediumProbabilitypr-365

Lognormal Mean Value

Problem

If log X is normal with mean mu and standard deviation sigma, then E[X] = exp(mu + sigma^2 / 2).

Given mu and sigma, return the mean.

Hint

The mean is shifted above exp(mu) by half the log-variance.

case 1

in: [0,1]

expected: 1.6487212707001282

case 2

in: [1,0.5]

expected: 3.080216848918031

case 3

in: [0,0]

expected: 1

Starter codePython

def lognormal_mean_value(mu, sigma):
    # Your code here
    pass

3 test cases · run your code against them in the editor