Hi people, I am new here and need a help !

Actually this question is taken from home work in the "statistical inference" course, but it's the second week of the course, so the question is still about probability, so I hope it's ok in this forum...

Let X be a random variable with a probability function f:

f(x;alpha)=alpha*e^x*e^(-alpha*e^x)

( yes, it's e^(e^x).... )

A. find the distribution of the random variable Y=exp(X).

B. Let X1,...Xn be a random sample from this distribution.

calculate the distribution of the random variable:

2alpha*sigma(exp(xi))

I failed in both section A and B....

I have passed both "introduction to probability" and "distribution theory", so it's not an easy question, I think.

I hope anyone here can help me, I am trying to solve it for 2 days now !

It's great to find this forum, I will do my best to help other people as well.

is anyone here know a good website with question and answers about statistical inference ? ( advanced inference, what's called statistical theory )

Thanks a lot to all of you that try to help !!