Let $X ∼\operatorname{Uniform}(0,1)$. Find the density function of $Y = e^X$.
I got to:
$F_Y(y)$=$P(Y\le y)$=$P(e^X\le y)$=$P(X\le \ln(y))$
Not sure where to go from here?
Let $X ∼\operatorname{Uniform}(0,1)$. Find the density function of $Y = e^X$.
I got to:
$F_Y(y)$=$P(Y\le y)$=$P(e^X\le y)$=$P(X\le \ln(y))$
Not sure where to go from here?
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You are almost there, you have $$P(X\leq\ln(y))=F_X(\ln(y)),$$ where $F_X$ is the cumulative distribution function of $X$ ~ $U(0,1)$.