X is a random variable with probability density function $$ f_X(x) = \begin{cases} e^{-2x}, & x \ge 0 \\ 2e^{4x}, & x < 0 \end{cases} $$ Let $T = X^2$. Determine the probability density function for $T$.
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We want to find the probability density function $f_T(t)$ for $T$. Since $T = X^2$, we have $X = \pm \sqrt{T}$. For $x \ge 0$, $x = \sqrt{t}$, and for $x < 0$, $x = -\sqrt{t}$. Show more…
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