For Mathematica 10 or later, the built-in function TransformedRegion sketches the image of a region under a 2D or 3D transformation. For simplicity, let me just write $r, t, p$ for the spherical coordinates $\rho, \theta, \phi$. We want to sketch the image of the region $$S=\{(r,t,p):1\le r\le 2,\ 0\le t\le\pi/2,\ 0\le p\le\pi/2\}$$ under the transformation
$$x=r\sin p\cos t, z=r\sin p\sin t, y=r\cos p.$$
In Mathematica:
S = ImplicitRegion[1<=r<=2&&0 <= t <= Pi/2 && 0 <= p <= Pi/2, {r, t, p}];
f[r_, t_, p_] := {r Sin[p] Cos[t], r Sin[p] Sin[t], r Cos[p]};
R = TransformedRegion[S, f];
Region[R, Axes -> True, AxesLabel -> {x, y, z}]
ParametricRegion[]
? $\endgroup$