I think these are the last two I can't get, from the four sections. I don't really even know where to start:

1.) Let X have an exponential dist. with mean, theta > 0. Show that

P(X > x + y | X > x) = P(X > y)

--------

2.) Let Y have a uniform dist. U (0, 1)

and let W=a +(b-a)Y a<b

a) Find the dist. function of W. [Hint: find P[a+ (b-a)Y < or =w]

b) How is W distributed?