If X is continous with distribution function F(x) and pdf f(x). It is given
Y=2X, finding the distribution of Y will be:
Fy(a)= P(Y< a)
= P(2X< a)
= P(X< a/2)
Differentiation will give me:
fy(a) = 1/2fx(a/2)
What if the relationship is Y= 2 F(X), where F(X) is the cumulative distribution of X. I can't seem to make X the subject of the above equation.