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February 2nd, 2013, 03:56 AM  #1 
Newbie Joined: Feb 2013 Posts: 2 Thanks: 0  Probability density function of this variable
Hi, I have some question about a solution of an exercise. Calculate the Pdf (probability density function) of the following random variable: Z=A1 ^2 if X>A1 Z=X ^2 if A2<X<A1 Z=A2 ^2 if X<A2 where A1,A2 >0 and X is gaussian random variable with zero mean and ?^2 variance. Have some of you an idea to proceed? I apologize for any grammatical errors but i'm not english Thanks to all in advance. 

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density, function, probability, variable 
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