# Transformations of random variables

1. Jun 16, 2011

### stukbv

Hi, I am a bit confused.
Basically if I have a pdf, fX(x) and i want to work out the distribution of Y=X^2 for example, then this involves me letting Y=X^2, rearranging to get X in terms of Y, substituting these into all values of x in my original pdf fX, and then multipying it by whatever dx = .

But if i have a pdf fX(x) and just want to work out fX(2x) , this just means put 2x in place of all the x's and that is that. No differentiation etc.

Is this right?

Thanks a lot - I have an exam tomorrow!