Question: Problem 4.75 Let R = X where X has an exponential distribution with parameter = 1/2. Show that R has a Rayleigh distribution:

Problem 4.75 Let R = √ X where X has an exponential distribution with parameter θ = 1/2. Show that R has a Rayleigh distribution: FR(r) = r 0 te−t 2/2 dt, r > 0, FR(r)=0, elsewhere.

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