Example 3 Let Y g()=X2,where X is a random variable with known PDF. For any y≥0，we have Fy(y)=P(Y≤y) =P(X2≤y) =P(-≤X≤V) =Fx(V)-Fx(-V列)，Example 3 ◼ Let 𝑌 = 𝑔(𝑋) = 𝑋 2 , where 𝑋 is a random variable with known PDF. ◼ For any 𝑦 ≥ 0 , we have 𝐹𝑌 𝑦 = 𝑃 𝑌 ≤ 𝑦 = 𝑃 𝑋 2 ≤ 𝑦 = 𝑃 − 𝑦 ≤ 𝑋 ≤ 𝑦 = 𝐹𝑋 𝑦 − 𝐹𝑋 − 𝑦