If Xis an exponential random variable with a parameterλ=1, compute the probability density function of the random variable Ydefined by Y=logX

Short Answer

Expert verified

Therefore, the probability density function of the random variableY=ey×e-ey

Step by step solution

01

Given information:

If X is an exponential random variable with parameterλ=1,

02

Explanation:

Fx(x)=1-e-x

So if

Y=lnx

We have

FY(y)=P(Yy)=P(lnXy)=P(Xey)=FXey=1-e-ey

03

Explanation:

Therefore, the probability density function of the random variable is

fY(y)=ddy1-e-ey=--eye-ey=ey×e-ey

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