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Let U1,U2,,Un be independent and identically distributed random variables from Uniform(0,1). (a) Derive the probability density function of X1=logU1. Which family of distributions does it
Let U1,U2,,Un be independent and identically distributed random variables from Uniform(0,1). (a) Derive the probability density function of X1=logU1. Which family of distributions does it belong to? [5 marks] (b) Use the result in part (a), or otherwise, to show that the moment generating function of Y=log(U1U2Un) is MY(t)=(1t)n1,t Step by Step Solution
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Calculus Of A Single Variable
Authors: Ron Larson, Bruce H. Edwards
11th Edition
978-1337275361, 9781337275361
