Log-normal probability distribution A commonly used distribution in probability and statistics is the log-normal distribution. (If the logarithm of a variable has a normal distribution, then the variable itself has a log-normal distribution.) The distribution function is
f(x) = 1/xσ√(2π) e⁻ˡⁿ^² ˣ / ²σ^², for x ≥ 0
where ln x has zero mean and standard deviation σ > 0.
b. Evaluate lim x → 0 ƒ(x). (Hint: Let x = eʸ.)


