Question: Let be an exponential random variable with PDF, fx (x) = e zu(x) . (a) Find Pr (3X <5). (b) Generalize your answer to part

Let be an exponential random variable with PDF, fx (x) = e –zu(x) .
(a) Find Pr (3X <5).

(b) Generalize your answer to part (a) to find Pr (3X

(c) If we define a new random variable according to Y = 3X, then your answer to part ( b) is the CDF of Y,F_y(y) . Given your answer to part (b), find f_y(y).

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