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**nine4fours** I have a problem where the rand var X= -(1/theta) ln(U) is given where U is uniform rand.var on (0,1) I need to prove that X has an exponential distribution function with parameter theta. I know i have to set MGF's equal to each other? but im not sure which formulas to work with. I notice that if I replace the X in the density function for an exponential RV with the X=-(1/theta) ln(U) it reduces to theta*(U). Not sure how this helps but it seemed like too much of a coincidence. I thought if i took the expected value of an exponential(1/theta) it would equal X= -(1/theta) ln(E(U)) but E(U) is 1/2 and therefore X=(1/theta)* ln(0.5). plz help me understand how to properly approach this, i have been working on it for hours, but my teachers notes dont cover it and i cant find a reliable help online