Exercises for 3.09

Prove formula for mean and standard deviation for MC estimator of mean

Prove formulas for CDF, expectation and variance of lognormal distribution

Example 2.2.3 from the book

Ex.2.1.2.2, 2.4, 2.5, 2.6, 2.9, 2.10, 2.12, 2.18 (not sure)