compute density of fy(y) for Y.
arcsin(Y) = X
-------------- = sqrt(1-y^2) * fx(arcsinY)
/\ arcsin(pi/2) sqrt(1-y^2) * fx(arcsinY) dy
/\ infinity sqrt(1-y^2) * fx(arcsinY) dy
and i am stuck here as i cannot evaluate this, i probably did something wrong earlier...
My expression for G(y) in this thread comes from using exactly the same approach that I explained in more detail here: http://www.mathhelpforum.com/math-he...ge-159842.html. Have you read it? What don't you understand?
As for where the 2/pi comes from, you said that X~uniform[0,pi/2]. Are you familiar with the pdf of a continuous uniform distribution? (I assumed that you were).
to be an example you could follow when trying to answer other similar questions. Please try to apply each step of that answer to the current problem. Show all your work, say where you get stuck.