for the random variables
(
). The PDF of
lognormal distribution can be expressed as
In many engineering problems, a random variable should be
positive value due to the physical limitation. Thus, a lognormal distribution is
widely used for the random variables, which is a normal distribution of for the random variables
(). The PDF of
lognormal distribution can be expressed as
Now, in terms of x, the above PDF can be expressed as
where 
and 
.