Problem 1. Let X be a continuous random variable with density f(x) = 3e^(-3x) when x > 0, f(x) = 0, elsewhere.
(a) Verify that f is a density function.
(b) Calculate P(-1 < X < 1).
(c) Calculate P(X < 5).
(d) Calculate P(2 < X < 4 | X < 5).
(e) Find the cumulative distribution function of X.
(f) Find the mean of X. Compute E(e^(2X)).
(g) Find the variance of X.