A) Find the pdf of W = X^2 when X ~ N(10,9)
B) Suppose that X ~ N(E(X)), Var(X)). Find the pdf of Y = e^x
Not sure how to do these. Any help?
A) Similar to the one asked here: http://www.mathhelpforum.com/math-he...functions.html
B) Get the cdf of Y:
Then the pdf of Y is .
Note: (using the Fundamental Theorem of Calculus and the chain rule) where is the pdf of X.