Hey can someone help? I just can't resolve this problem !
If X has an exponential distribution with the parameter θ, use the distribution function technique to find the probability density of the random variable Y=ln(x) .
FIRST of all you need to write down your exponential density.
There are two ways of writing it, so you need to be clear.
Then find the cdf and substitute the new rv.
For example $\displaystyle F_Y(y)=P(Y\le y)=P(\ln X\le y)=P(X\le e^y)=F_X(e^y)$