Lognormal convolute with Normal

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Posted: Sat Jan 20, 2007 7:04 am

If Z is a random variable which is a sum of a lognormal r.v X and a
normal r.v. N, how can I find out the p.d.f of Z? From my textbook,
f_Z(x) = convolution(f_X(x), f_N(x)). Is there an analytical solution?

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