Question: Question 1: Let X N ( , 2 ), and let Y = e X and Z = X 2 . Find the probability density

Question 1:

Let

X

N

(

,

2

), and let

Y

=

e

X

and

Z

=

X

2

. Find the probability density functions of

Y

and

Z

.

Question 2:

Let

X

have exponential distribution with parameter

. Compute all moments of

X

.

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