Let Y be a continuous nonnegative random variable. Show that W = Y^2 has pdf fw(w) = 1/ 2√w . fy(√w)

[ hint : first find fw(w)}

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- Nov 18th 2012, 04:50 AMmous99Random variables help
Let Y be a continuous nonnegative random variable. Show that W = Y^2 has pdf fw(w) = 1/ 2√w . fy(√w)

[ hint : first find fw(w)} - Nov 18th 2012, 03:59 PMchiroRe: Random variables help
Hey mous99.

Are you aware of the transformation theorems in probability? Also are you are aware of the uniform random variable theorems regarding inverse distributions?

Transformations of Variables

Inverse transform sampling - Wikipedia, the free encyclopedia