distribution of $X=(e^Y-1)^1/theta$ where Y is exponential distributed
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Let $Y sim textExp(lambda)$ what's the NAME of the distribution of X such that
$$X equiv (e^Y -1)^1/theta$$ where $theta$ is a positive constant.
probability-theory random-variables
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up vote
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Let $Y sim textExp(lambda)$ what's the NAME of the distribution of X such that
$$X equiv (e^Y -1)^1/theta$$ where $theta$ is a positive constant.
probability-theory random-variables
add a comment |Â
up vote
2
down vote
favorite
up vote
2
down vote
favorite
Let $Y sim textExp(lambda)$ what's the NAME of the distribution of X such that
$$X equiv (e^Y -1)^1/theta$$ where $theta$ is a positive constant.
probability-theory random-variables
Let $Y sim textExp(lambda)$ what's the NAME of the distribution of X such that
$$X equiv (e^Y -1)^1/theta$$ where $theta$ is a positive constant.
probability-theory random-variables
edited Aug 1 at 17:41
Dzoooks
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asked Aug 1 at 17:18
AgustÃn Cugno
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1 Answer
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You can show that the random variable X obeys the CDF
$F_X(x)=1-frac1(1+x^theta)^lambda$ , $xin[0,infty)$
which can subsequently be classified as a Pareto type IV with $mu=0$ and $sigma=1$.
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
2
down vote
You can show that the random variable X obeys the CDF
$F_X(x)=1-frac1(1+x^theta)^lambda$ , $xin[0,infty)$
which can subsequently be classified as a Pareto type IV with $mu=0$ and $sigma=1$.
add a comment |Â
up vote
2
down vote
You can show that the random variable X obeys the CDF
$F_X(x)=1-frac1(1+x^theta)^lambda$ , $xin[0,infty)$
which can subsequently be classified as a Pareto type IV with $mu=0$ and $sigma=1$.
add a comment |Â
up vote
2
down vote
up vote
2
down vote
You can show that the random variable X obeys the CDF
$F_X(x)=1-frac1(1+x^theta)^lambda$ , $xin[0,infty)$
which can subsequently be classified as a Pareto type IV with $mu=0$ and $sigma=1$.
You can show that the random variable X obeys the CDF
$F_X(x)=1-frac1(1+x^theta)^lambda$ , $xin[0,infty)$
which can subsequently be classified as a Pareto type IV with $mu=0$ and $sigma=1$.
answered Aug 1 at 17:42


DinosaurEgg
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