Question: Problem 1 Let X be an exponentially distributed random variable with parameter > > 0, i.e., fx(x) = le-Ax, x 20. Let Y = g(X)


Problem 1 Let X be an exponentially distributed random variable with parameter > > 0, i.e., fx(x) = le-Ax, x 20. Let Y = g(X) = e-x. (a Find the pdf, fy(y), of Y. (b) Compute the k-th moment, mr(Y) = EY*], of Y for all positive integers k = 1, 2, . . . , as a function of 1
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