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First we start with the cumulative density function F Y (y) , since we want to find the PDF for Y . We have F Y y =P Y≤y =P e X ≤y =P X≤ ln y = F X ln y , which is the CDF with respect to X . After taking the derivative to get the PDF we obtain f Y y = d dy F X ln y = f X ln y * 1 y by the chain rule. ................
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