is a random variable with weibull distribution given with
Let and .
Show that has exponential distribution and find value of parameter .
I believe that should be expressed in terms of , but I don't know where to start.
is a random variable with weibull distribution given with
Let and .
Show that has exponential distribution and find value of parameter .
I believe that should be expressed in terms of , but I don't know where to start.
Since you know in advance that the answer is going to be a well-known distribution, a simple approach would be to calculate the moment generating function of Y ....
But if you're determined to use a distribution function approach, then you should start by noting that the cdf of Y is:
since the support of X is .
Now set up the required integral (no need to integrate by the way ....) and then differentiate using the chain rule and the Fundamental Theorem of Calculus.