Let X ∼ N(0, σ^{2})

ﬁnd the density function of X^{2}

.

This is # 24 on p.283 in the book "Fundamentals of Probability"

Simply put, I have no idea how to proceed. Use normal random variables relations

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- May 20th 2012, 12:16 PMthestovetopSimple Normal Random Variable Problem. Help!
Let X ∼ N(0, σ

^{2})

ﬁnd the density function of X^{2}

.

This is # 24 on p.283 in the book "Fundamentals of Probability"

Simply put, I have no idea how to proceed. Use normal random variables relations - May 21st 2012, 02:41 PMMooRe: Simple Normal Random Variable Problem. Help!
Hello,

Ever heard of the method using the Jacobian of a transformation to get the new pdf ?