In: Statistics and Probability
Let X be an exponential distribution with mean=1, i.e. f(x)=e^-x for 0<X< ∞, and 0 elsewhere. Find the density function and cdf of
a) X^1/2
b)X=e^x
c)X=1/X
Which of the random variables-X, X^1/2, e^x, 1/X does not have a finite mean?