jover1419 jover1419

15-02-2024
Mathematics

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Let λ>0 and let X be a random variable with the probability density function f(x)=xλ+1λ,/x>1, zero otherwise. Let W=ln(X).
a) Determine the probability distribution of W by finding the c.d.f. of W FW(w)=P(W≤w)=P(ln(X)≤w). Hint: Find FX(x) first.

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