" p.d.f of logarithm of a normal random variable"

[soroush_soleimani]

Dear Friends
I want to know what is the probability distribution function(p.d.f) of logarithm of a gaussian random variable.
in other words:
X~ Normal
Y=log(X)
what is the p.d.f of Y?
sincerely yours
soroush

 

[royhaas]

The logarithm is not defined for non-positive numbers. If you really are talking about the lognormal distribution, you can conduct a search for the density of \(\displaystyle Y = e^X\), i.e., \(\displaystyle X=log(Y)\), when \(\displaystyle X\) has a Gaussian distribution.