Question: Suppose random variable X has a standard normal distribution with zero mean and unit variance: A second random variable Y ax + b, where

Suppose random variable X has a standard normal distribution with zero mean

Suppose random variable X has a standard normal distribution with zero mean and unit variance: A second random variable Y ax + b, where a and b are constants and a O. Derive the probability density function (PDF) for Y by first finding an expression for the cumulative distribution function (CDF) of Y based on the PDF of X, and then differentiating it.

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