I really do not understand this question. Could anyone point me in the right direction?
(a) The cdf of Y is:
(assuming a > 0)
where f(x) is the pdf of x.
Therefore the pdf of Y is:
using the Fundamental Theorem of Calculus and the chain rule
You can do (b) in a similar way (the result is a chi-squared distribution with 1 df).
For (c), read 7.2 here: http://www.dartmouth.edu/~chance/tea...k/Chapter7.pdf