I define a function as
f[x_] := ...;which is in fact the PDF of a random variable $X$. The PDF if given by $f_X(x)$.
Let $Y$ is a random variable, which is the square of the random variable $X$, i.e., $Y=X^2$.
The PDF of $Y$ is expressed as $f_Y(y)$.
Let $I$ is a function of $Y$, which we express in MMA as
I = ... (not as
I need to evaluate
How do I do it?