Hi,
Suppose we have two random variables X and Y with CDFs and PDFs F_X(x), F_Y(y), f_X(x), and f_Y(y). Now suppose that a new random variable formed as Z=(X+Y)^2. How can we find the CDF F_Z(z) and the PDF f_Z(z) of this new random variable? Note: X and Y are independent random variables.
Thanks