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i) [7 Marks] Let X have aU(0;1) distribution, with cumulative distribution functionF().Prove thatY=ln(1F(X)) has an exponential distribution and give its parameter.ii) [5 Marks] Derive the
i) [7 Marks] Let X have aU(0;1) distribution, with cumulative distribution functionF().Prove thatY=ln(1F(X)) has an exponential distribution and give its parameter.ii) [5 Marks] Derive the moment generating function (mgf) ofY.iii) [4 Marks] Use the mgf of part ii) tofind the distribution ofY1+Y2+Y3 where Y1;Y2; and Y3 are independently and identically distributed random variables with the same distribution as Y of part i) and ii).What is the name of this distribution?
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