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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Originally Posted by morganfor 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! No. Using the cumulative distribution function of X find that of Y, you will find that the CDF of Y is not proportional to y. CB
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.
Last edited by matheagle; January 27th 2011 at 09:29 PM.
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