Probability Density Functions, Joint Distributions and Random Variable Transformation

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I'm taking a stochastic processes/probability class and need some help.

I'm kind of lost when they ask me to create/find a PDF and a CDF given a uniform density function. For example, I'm given that y=x² and x is defined by that uniform distribution on [-1, 3]. I'm asked to find the PDF and CDF of y.

I know I start with the joint distribution but then...?

Basically, I don't understand how to do the conversions from A to B or why they make sense. I'm very hazy on the how/why these steps work.

Thanks for any help you can provide!

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Posted: 9 years ago
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