If X is an exponential random variable parameter \lambda = 1 , com

nicekikah

nicekikah

Answered question

2021-10-25

If X is a random variable with an exponential distribution
λ=1 , find the probability density function of the random variable Y that is defined by Y=logX.

Answer & Explanation

Roosevelt Houghton

Roosevelt Houghton

Skilled2021-10-26Added 106 answers

Recall that 
FX(x)=1ex 
So if 
Y=ln(x) 
we have 
FY(y)=P(Yy) 
=P(ln(X)y) 
=P(Xey) 
=FX(ey) 
=1eey 
Therefore, the random variable's probability density function is
fY(y)=d dy [1eey] 
=(ey)(eey) 
=eyeey 
Result: eyeey

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