Problem # 1. Functions of random variables: = ae a) Let random variable X have probability density function fx(x) u(·) is the unit step function, and a > 0. Define derived random variable u(x), where Y = g(X) = loge [1 − e¯ªX] – Find the PDF ƒy(y). b) Next, consider any continuous random variable W with known PDF, fw(w). Define derived random variable Z=h(W) = log. [Fw(W)] where Fw() is the CDF of W. Find the PDF ƒz(z).

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