Find PDF of X^3 Given X~N(μ,σ²)

  • Thread starter tleaf
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  • #1
Let X~N(μ,σ²). Find the PDF of Y=X^3.
X is distributed normally with mean mu and variance sigma squared. PDF=probability density function. How would you go about solving this, I am fairly inexperienced with this stuff.
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  • #2
Welcome to PF!

Is this a homework question? If so, you should post it in the homework section. In any case, forum rules stipulate that you need to show an attempt before we can give you help. Until then, my one hint is that it's easier to find the cdf of Y and then differentiate to find the pdf.