Hi,

I have the following two questions that I wasn't able to figure out as I am new to probability

1) If X has the density f, what would be the density of +squareroot(X)?

(In this case do we have to do some integrals? I don't have a clue and the book I have doesn't explain much.)

2) If X has density f, find the density of

(i) aX+b (a and b are constants)

(ii) X^2

I will be really glad if you could give me some thoughts. As I said I am really new to this topic.