Derived distributions Consider functions Y=g(X)of a continuous random variable X. Question:Given the PDF of X,how to calculate the PDF of Y? oAlso called a derived distribution The principal method for doing so is the following two-step approach.Derived distributions  Consider functions 𝑌 = 𝑔(𝑋) of a continuous random variable 𝑋.  Question: Given the PDF of 𝑋, how to calculate the PDF of 𝑌?  Also called a derived distribution.  The principal method for doing so is the following two-step approach