Question: Let X be a continuous random variable with density function f (x), x RX, and distribution function F(t), t . Express the density

Let X be a continuous random variable with density function f (x), x ∈ RX, and distribution function F(t), t ∈ ℝ. Express the density function and the distribution function of the random variable Y = X2 in terms of f and F.

Application: Find the density function of Y = X2 when the density of X is fx(x) = x/2, xR. 2

fx(x) = x/2, xR. 2

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