query: If X is an exponentially distributed variable with lambda = 1, how can we find the distribution of Y~ Log(X)?
positive_passages.docid: 141899
positive_passages.text: Let $X$ have the exponential distribution with $\lambda=2$ Find the density function of the random variable $Y=\ln(X)$
negative_passages.docid: 98710
negative_passages.text: Finding $\int_0^{\infty}xe^{-\lambda x} \, dx$
negative_passages.docid: 96722
negative_passages.text: Finding UMVUE of $\theta$ when the underlying distribution is exponential distribution
negative_passages.docid: 14079
negative_passages.text: On the proof that every positive continuous random variable with the memoryless property is exponentially distributed
negative_passages.docid: 67856
negative_passages.text: Normal distribution and logarithms
negative_passages.docid: 126669
negative_passages.text: UMVUE of $e^{-\lambda}$ from poisson distribution
negative_passages.docid: 31342
negative_passages.text: How can I find the distribution of a stochastic variable X^2 if X is normal standard distributed?
negative_passages.docid: 152063
negative_passages.text: How can I analytically prove that randomly dividing an amount results in an exponential distribution (of e.g. income and wealth)?
negative_passages.docid: 72813
negative_passages.text: If $X$ and $Y$ are uniformly distributed on $(0,1)$, what is the distribution of $\max(X,Y)/\min(X,Y)$?
negative_passages.docid: 19148
negative_passages.text: PDF of a sum of exponential random variables
negative_passages.docid: 2229
negative_passages.text: Define λ based on 3 parameters in exponential distribution
negative_passages.docid: 155900
negative_passages.text: Distribution of X+Y of a bivariate normally distributed (X,Y)
negative_passages.docid: 94636
negative_passages.text: Conditional distribution of exponential random variable conditioned on sum of i.i.d. exponential random variables
negative_passages.docid: 111400
negative_passages.text: Fit exponential distribution with noise
negative_passages.docid: 30662
negative_passages.text: $x_{1}...x_{n}$ are independent continuous random variables with common distribution function $F(x)$,compute $E(F(x_{(n)})-F(x_{(1)}))$
negative_passages.docid: 105850
negative_passages.text: Compute $E(X\mid X+Y)$ for independent random variables $X$ and $Y$ with standard exponential distributions
negative_passages.docid: 37474
negative_passages.text: Why is the sample distribution the Exponential distribution Gamma distributed?