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Calculation of PDF of Y=g() 1. Calculate the CDF Fy of Y using the formula F,0)=P(g(X)≤y)= fx(x)dx Jx|g(x)≤y 2.Differentiate Fy to obtain the PDF fy of Y: f(y)= (y). dyCalculation of PDF of 𝑌 = 𝑔(𝑋) 1. Calculate the CDF 𝐹𝑌 of 𝑌 using the formula 𝐹𝑌 𝑦 = 𝑃 𝑔 𝑋 ≤ 𝑦 = 𝑓𝑋(𝑥)𝑑𝑥 {𝑥|𝑔(𝑥)≤𝑦} 2. Differentiate 𝐹𝑌 to obtain the PDF 𝑓𝑌 of 𝑌: 𝑓𝑌 𝑦 = 𝑑𝐹𝑌 𝑑𝑦 𝑦
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