Let T be an exponential random variable with hazard rate a>1. Consider a random variable defined by the condition
X=b(e^t−1)."
I need to find the density of x.The answer is
a(b^a)/((x+b)^a+1)
But I can't figure out how to get there! I've been staring at this problem for hours.
X=b(e^t−1)."
I need to find the density of x.The answer is
a(b^a)/((x+b)^a+1)
But I can't figure out how to get there! I've been staring at this problem for hours.
ASM Exercise 2.12
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