You are given the probability distribution function (PDF) of a continuous random variable X is fX(x). Let Y be a continuous random variable such that Y = aX + b, where a and b are non-zero real constants. 1. Find the PDF of Y in terms of  fX , a, and b. 2. Let X be an exponential random variable with parameter λ. When will Y also be an exponential random variable? 3. Let X be a normal random variable with mean μ and variance σ2 . When will Y also be a normal random variable?

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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You are given the probability distribution function (PDF) of a continuous random variable X is fX(x). Let Y be a continuous random variable such that Y = aX + b, where a and b are non-zero real constants.
1. Find the PDF of Y in terms of  fX , a, and b.
2. Let X be an exponential random variable with parameter λ. When will Y
also be an exponential random variable?
3. Let X be a normal random variable with mean μ and variance σ2 . When
will Y also be a normal random variable?

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