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I just started this topic and have a question:

For a positive continuous random variable X, write down the PDF of Y = X^2 in terms of the PDF of X.

So; writing the PDF of X, I get

P(0<X<∞) =integral from 0 to ∞ fx(x)dx

Is this correct? For Y=X^2, wouldn't the pdf be the exact same thing, since the question asks for positive continuous random variables anyway?

Is there a general method, approach I should have about this. I find pdfs to be confusing, the textbooks are heavy on jargon.

For a positive continuous random variable X, write down the PDF of Y = X^2 in terms of the PDF of X.

So; writing the PDF of X, I get

P(0<X<∞) =integral from 0 to ∞ fx(x)dx

Is this correct? For Y=X^2, wouldn't the pdf be the exact same thing, since the question asks for positive continuous random variables anyway?

Is there a general method, approach I should have about this. I find pdfs to be confusing, the textbooks are heavy on jargon.

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