数学题：能回答的，重重有赏！！

Question:
claims size X follows an Lognormal distribution. The two parameters u and s are estimated as (2,100);the covariance matirx of these estimators is (c11: 0.01, c12:-0.1, c21:-0.1, c22:5). Estimate the variance of P(X>500) when calculate using these estimators.

this question is similar to the Exam C ed13 question 27 pg602.but it is P(X>500) instead of mean.
similar question but with Pareto distribution instead of Lognormal dist is example 31H pg 591


i know that my g(u,s) if follow the 1st steps of example 31H
g(u,s)
= 1- P(X<500)
= 1 - integrate( 1/sqrt(2pi) exp(-0.5 u^2) ) du from range of -infinity to (ln x - u)/s
.....

then dont know how to continue

Can anyone show me the complete solution?

能解，论坛上表达不方便，有啥联系法吗

有人会吗？怎么没人会啊？好着急啊！
大家帮帮忙！！

这个题目跟Exam C（13版，第27题，pg602）类似； 但是要找的是 P(X>500) ，不是 mean.
这个题目也跟Exam C（13版，例子31H，pg591)类似；但是题目是Lognormal distribution，不是Pareto distribution。

我的 g(u,s) 如果根据 example 31H 的第一步
g(u,s)
= 1- P(X<500)
= 1 - 积分( 1/根号(2pi) exp(-0.5 u^2) ) du 从 -infinity 到 (ln x - u)/s
.....

然后就不知道如何继续了

谁能告诉我如何做呢？

两个办法：第一，查一下对数正态分布的累积分布函数表达式；第二，用matlab中的logncdf函数求解

I ady know hw to solve~  ^^

这个直接看不懂

题目就没看懂啊