Hey, I'm new here. I'm stuck with this problem. Will post what I've tried to do. Hopefully someone can provide hints to help me out. Thanks.
If Z is a standard normal random variable, and Y = -ln (1-cdf(Z)), what is the distribution of the random variable Y. (note: cdf is cumulative distribution function)
Here's what I've done:
cdf(y) = P ( Y < y) = P (-ln(1-cdf(Z))<y) = ... = P ( cdf (Z) < 1 - e^-y ) -> stuck..
my approach is to find cdf of y and then differentiate it to get pdf of y, which is what's required.