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 [[alternative HTML version deleted]]