Y =
e^2 -> ln y = z [e^2 > 0 -> y > 0]
Fy
(y) = P (Y ≤ y)
= P (e^2
£ y)
= P (Z
≤ ln y)
= Fx
(ln y)
Differentiating,
fy (y) = 1/y fz (ln y)
= 1/y
* [(1 / σ sqrt of 2π) e^(1/2 ((ln y - µ)/a)^2)] , y > 0
Which
is the required density function of y = e^2
