Thread: continuous random variable

For a positive continuous random variable X, write down the PDF of Y = X² in terms
of the PDF of X

Originally Posted by ulysses123

For a positive continuous random variable X, write down the PDF of Y = X² in terms
of the PDF of X

Let the CDF of be and that of be . Then:



and now differentiate wrt .

CB

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