Well this is the question in the tutorial:

A random variable X has the density function f(x) = c/(x^2 +1), x is a real number.

a) Find the value of the constant c (already solved) [ans:1/pi]

b) Find the probability that X^2 lies between 1/3 and 1 [ans: 1/6]

well i understand what they want for part (a) which i had already solved but i don't understand part (b) especially on the X^2. Don't really know how it affects the function given for random variable X. Anyone mind explaining?