I have this random variable X that has a uniform distribution on [-pi, pi]. I want to find the pdf for Y = cosX.
Here is my work so far:
Fy(y)= P( Y < y ) = P ( cos X < y) =*P ( X < cos-1(y) ) + **P ( X > cos-1(y) ) (note: I got * since cos(x) is increasing on [-pi , 0] and ** since cos(x) is decreasing on [0 , pi]).
I am sure that I can't write this as one integral as the two cos-1(y) are not the same (and if I did it looks like I'll get 1)
Since cos(x) is even I know that somehow these two integrals are equal but I just can't show it.
Can someone please give me a hint?