if x is a random variable pdf is given by fx(x)=e^(-x), x>=0. Find the mean of the distribution
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If X is a continuous random variable and Y=g(X) is a function of X, then Y itself is a random variable. Thus, we should be able to find the CDF and PDF of Y. It is usually more straightforward to start from the CDF and then to find the PDF by taking the derivative of the CDF.
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