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February 2nd, 2013, 02:56 AM   #1
Joined: Feb 2013

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Probability density function of this variable

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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