Distributionshard
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Let X1,X2,,XnX_1, X_2, \dots, X_n be i.i.d. random variables with PDF f(x;θ)=θxθ+1f(x; \theta) = \frac{\theta}{x^{\theta+1}} for x1x \geq 1 and θ>0\theta > 0. What is the distribution of the random variable Y=i=1nln(Xi)Y = \sum_{i=1}^n \ln(X_i)?