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: $\displaystyle G(y) = \Pr(Y < y) = \Pr(e^X < y) = \Pr(X < \ln y) = \, .... $
Then the pdf of Y is $\displaystyle g(y) = \frac{dG}{dy}$.
Note: $\displaystyle G(y) = \int_{-\infty}^{\ln y} f(x) \, dx \Rightarrow \frac{dG}{dy} = \frac{1}{y} \, f(\ln y)$ (using the Fundamental Theorem of Calculus and the chain rule) where $\displaystyle f(x)$ is the pdf of X.