Y has an exponential distribution with mean beta=1. Let
U=e^-Y. Observe that the function u=g(y)=e^-y
is strictly decreasing on the support
a=(0,infinity). Use the transformation
(change-of-variable) method to find the pdf of U. Be sure to show
the inverse function y=g^-1(u) and its derivative. You
also need to give the support Bof the pdf of
U.