Let K be a standard normal random variable. Find the densities of each of the following random variables:(adsbygoogle = window.adsbygoogle || []).push({});

X= |K|

Y = K^{2}

I get:

f_{X}(x) = √(2/π) e^{-x2/2}

and

f_{Y}(y) = 1/√(2*π) 1/√y e^{-y2/2}

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# Please check my work: Probability Theory

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