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**wopashui** If X is an exponential random variable with parameter $\displaystyle \lambda$$\displaystyle =1$, find the probability density function of the random variable Y=lnX.

HINT: Find the cummulative distribution function.

I don't understand what the hint saying, find the cdf of what? when $\displaystyle \lambda$=1, we have $\displaystyle f(x)=e^{-x}$, Y=lnX implies $\displaystyle X=e^y$, if I sub $\displaystyle e^y$ to f(x), it will be very hard to do the integral, any simple way to do this?