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Let X~Unif(0,1) and define Y=-ln(x). Find the density of Y, fy(y). Be sure to include the proper support?

Let X~Unif(0,1) and define Y=-ln(x). Find the density of Y, fy(y). Be sure to include the proper support?

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Let X ~ Unif (0,1) The PDF and CDF of X are given by,  f ​ X ​ ​ ( x ) = 1 , 0 ≤ x ≤ 1   F ​ X ​ ​ (... View the full answer

1 comment
  • One correction, fY(y) = d/dy {FY(y)}, not d/dx {}. Please note this.
    • Ram_81
    • Apr 04, 2018 at 11:18pm

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