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## Homework Statement

Let the random variable X have the continuous probability density function f(x). find the probability density function of Y= F(x)

## Homework Equations

I *think* we are meant to use something like [itex] h(y) = f(g^{-1}(y)) * ((dg^{-1}(y)) /dy)[/itex]

(That is as good as I know how to format right now - I hope that's readable).

But I'm given just f(x) and I'm being asked for F(x). And yet it's not asking for a CDF, it's asking for a PDF. So I'm really confused on what's being asked for here.

(Unless this is another one of my book typos) Does the question even make sense?

-Dave K