I'm really struggling to figure out this problem from one of my practice exercises for a probability course. I know that the probability distribution function fx(x)fx(x) is related to the cumulative distribution function Fx(x)Fx(x) by integration, and from what I can tell based on my professor's notes and a few online resources I have looked into, the probability distribution function of an exponential function is of the form fx(x)=λe−λxfx(x)=λe−λx.
From this I suppose fy(x)=λe−λxfy(x)=λe−λx
Integrating would give me Fy(x)=−e−ax+CFy(x)=−e−ax+C
But how does this relate to the original Fx(x)Fx(x) mentioned in the question?
