Hello Dr. Berry,
I know the theoretical side but note we are not talking about expectation of
sums rather expectation of ABSOLUTE value of the function (X1/3+X2/3+X3/3-X4),
i.e. E|X1/3+X2/3+X3/3-X4| , I don't think this can be handled for log
normal distribution by integrals by hand.
Shant
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