Q. If a random variable X has a normal distribution, then eX has a/an ________ distribution.
(A) lognormal
(B) exponential
(C) Poisson
(D) binomial
The answer is: (A) lognormal
Explanation
A lognormal distribution is a probability distribution of a random variable whose logarithm is normally distributed. So, if X is lognormal then Y=ln(X) is normal. Similarly, if Y is normal then X=eY is lognormal.