Hi,
I have the following two questions that I wasn't able to figure out as I am new to probability

1) If X has the density f, what would be the density of +squareroot(X)?

(In this case do we have to do some integrals? I don't have a clue and the book I have doesn't explain much.)

2) If X has density f, find the density of
(i) aX+b (a and b are constants)
(ii) X^2

I will be really glad if you could give me some thoughts. As I said I am really new to this topic.

The ideas you need for one type of approach are in this thread: Distribution Theory

Please have a read, make another attempt on your questions and say where you get stuck if you still need help. For (1) I get that the pdf is .... (You will also find another type approach used by matheagle in several posts in this forum).

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