
15.2.17 One dimensional random variables and their characteristics
Problem:
The continuous random variable \( \xi \) is evenly distributed on the segment \( [-2,2] \), and the random variable \( \tau=\xi^{2} \). Find \( f_{\tau}(z), E[\tau] \) and \( V[\tau] \). Solve this problem, assuming that the random variable \( \xi \) is evenly distributed on the segment \( [-2,3] \).