Ononot — Let U \sim \text{Uniform}(0, 1). We define X = -\frac{1}{\la

Distributionshard

0:00.0

Let $U \sim \text{Uniform}(0, 1)$ . We define $X = -\frac{1}{\lambda} \ln(1 - U^2)$ for some $\lambda > 0$ . What is the probability density function of $X$ for $x > 0$ ?