November 18th, 2008, 04:28 AM
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 | Flow Master | | Join Date: Dec 2007 Location: Zeitgeist
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Quote:
Originally Posted by wolverine21  A) Find the pdf of W = X^2 when X ~ N(10,9)
B) Suppose that X ~ N(E(X)), Var(X)). Find the pdf of Y = e^x
Not sure how to do these. Any help? | A) Similar to the one asked here: Density Functions
B) Get the cdf of Y: 
Then the pdf of Y is  .
Note:  (using the Fundamental Theorem of Calculus and the chain rule) where  is the pdf of X.
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Normal Distribution PDF conversion 
Linear Mode
