Question: 1 n 5. Let U, U2,..., U be independent and identically distributed random variables from Uniform (0,1). (a) Derive the probability density function of

1 n 5. Let U, U2,..., U be independent and identically distributed

1 n 5. Let U, U2,..., U be independent and identically distributed random variables from Uniform (0,1). (a) Derive the probability density function of X = -log U. Which family of distributions does it belong to? [5 marks] (b) Use the result in part (a), or otherwise, to show that the moment generating function of Y = -log(UU ...U) is 1 My (t) = (1-1)" t

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