I have been asked the following question: Let $\{X_t\}_{t\geq 0}$ a compound Poisson process with $\lambda=2$ where $Y_i\sim \mathrm{Exp}(1)$. We define $\tau=\inf\{t\geq 0 : X_t\geq 10\}$. Find the PDF of $\tau$.
What I understand is essentially I have been asked to find $P(\tau\leq a)$ as this is the definition of the PDF. I have also found that given that $X_t$ is a compound Poisson process of $Y_i$ then the expected value for a time $t$ is: $$E[X_t]=\lambda t E[Y]=2t$$
This would mean that in average $X_t=10$ occurs at around $t=5$. However, I'm not sure how I would proceed from this point forward or even use what I have so far. Any hints would be greatly appreciated.