Question: 3.9* Exponential function of an exponential RV. For Z = ead, where a > 0 and X is an exponentially distributed RV with the PDF


3.9* Exponential function of an exponential RV. For Z = ead, where a > 0 and X is an exponentially distributed RV with the PDF given by (3.55). Find (a) the PDF of Z and (b) the mean and variance of Z.A RV X has the exponential PDF f (xx) = le-tu(x), > >0, u(x) = unit step function (3.55) where the factor A is necessary to guarantee S f(x)dx = 1
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
