Question: 3. [Distribution of a function of an exponential random variable. ] X is an exponential random variable with mean 1. Let Y = [1 +

3. [Distribution of a function of an exponential random variable. ] X is an exponential random variable with mean 1. Let Y = [1 + X )2. (:1) Find the CDF of Y. (in) Find the pdf of Y. [:C] Calculate E[Y]. :1. [Absolute value of a random variable] Express the pdf of |Y| in terms of the ptif of Y

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