Here's the problem which confused me:
Claim sizes for an insurance coverage follow a lognormal distribution with mean 1000 and medium 800. Determine the probability that a claim will be greater than 1200.
I have given that for a lognormal distribution, E(X) = $e^{\mu + \sigma^2/2}$
Which means that E(x) is not simply $\mu$. Isn't that the definition of E(X)?
(The solution continues - since the medium is 800, $e^\mu$ = 800 ...)