Question

Define a random variable T~erp(A) , and a new random variable Y, such that Y=sqrt{T}

1) Find the density function of Y.( Instruction: Find the the cumulative distribution function and the derivative it)

2) Find the expectation of Y for lambda =30 (Hint: look for its connection with normal distribution of random variable)

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Answer #1

For the first question I m using simple transformation technique of getting PDF

For 2nd one I will look into the hint to get it using normal distribution

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