I'm stuck on this question:

If RV X has an exponential distribution does Y = ln(X) have a uniform

distribution? Derive the cumulative distribution function and density of Y.

Thanks!

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- January 23rd 2011, 11:42 AMmorganforExponential and Uniform distributions
I'm stuck on this question:

If RV X has an exponential distribution does Y = ln(X) have a uniform

distribution? Derive the cumulative distribution function and density of Y.

Thanks! - January 23rd 2011, 11:49 AMCaptainBlack
- January 27th 2011, 06:34 PMmatheagle
First of all.

If X is an exponential, then it's support is on

If , then Y's support is

and you can't have a uniform distribution on the real line.

Use your CDF of X, or

and make the appropriate substitution.