Suppose a random variable X has a PDF 1 £x(x) = -ae' -a|z| -∞AXA ∞, 2 where a > 0. This is called the double exponential (or Laplace) distribution. Find the following PDF for each of the following transformations: (1) Y = |X|; (2) Y = X². =

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Suppose a random variable X has a PDF
1
fx(x) = -ae ₂-a[r], -∞ < x <∞,
where a > 0. This is called the double exponential (or Laplace) distribution. Find the following
PDF for each of the following transformations:
(1) Y = |X|;
(2) Y = X².
Transcribed Image Text:Suppose a random variable X has a PDF 1 fx(x) = -ae ₂-a[r], -∞ < x <∞, where a > 0. This is called the double exponential (or Laplace) distribution. Find the following PDF for each of the following transformations: (1) Y = |X|; (2) Y = X².
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