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Math Help - Random variables help

  1. #1
    Junior Member
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    Random 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)}
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  2. #2
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    Re: 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
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