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

 3. [Distribution of a function of an exponential random variable. ]

3. [Distribution of a function of an exponential random variable. ] X is an exponential random variable with mean 1. Let Y = (1+ X). (a) Find the CDF of Y. (b) Find the pdf of Y. (c) Calculate E[Y]

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