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

Exponential function of an exponential RV. For Z = eaX, 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.

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