Most of the calculation in Example 3 8 4 is quite general Suppose that X has a continuous distribution with p d f f Let Y X2, and show that the p d f of Y is g(y) 1 2y1 2 f(y1 2) f(y1 2) ...

Let F be the cdf of X First find the cdf of Y namely fo ...

Most of the calculation in Example 3.8.4 is quite general. Suppose that X has a continuous distribution

Question:

Most of the calculation in Example 3.8.4 is quite general. Suppose that X has a continuous with p.d.f. f. Let Y = X2, and show that the p.d.f. of Y is
g(y) = 1/2y1/2 [f(y1/2) + f(−y1/2)].
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...