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Let U be a uniform real value over (0, 1) ; i.e. Fu(u) = 1, where U is greater than or equal to 0 and

Let U be a uniform real value over (0, 1); i.e. Fu(u) = 1, where U is greater than or equal to 0 and less than or equal to 1. Find the probability density function of X = - 2 ln u. Please, show me all the steps, thank you.

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