Let $T$ be a continuous non-negative random variable with cumulative hazard function $H(·)$. Prove $H(T)$ has an exponential distribution with mean one.
Completely lost at this point.
This should help:
2026-03-24 22:01:27.1774389687
Prove H(T) has an exponential distribution with mean one
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I think I got it, please comment if you think this is correct.
-Thank you