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Math Help - continuous random variable

  1. #1
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    continuous random variable

    For a positive continuous random variable X, write down the PDF of Y = X in terms
    of the PDF of X
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  2. #2
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    Quote Originally Posted by ulysses123 View Post
    For a positive continuous random variable X, write down the PDF of Y = X in terms
    of the PDF of X
    Let the CDF of  X be  F(x) and that of  Y be  G(y). Then:

    <br />
G(y)=P(Y>y)=P(Y>x^2)=P(X>\sqrt{y})=F(\sqrt{y})

    and now differentiate wrt  y.

    CB
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  3. #3
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    the cdf gives the probability P(X<x) for some x , why do you have a greater than sighn?
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