:<math>F_Y(y) = F_X(\sqrt{y}) - F_X(-\sqrt{y})\qquad\hbox{if}\quad y \ge 0.</math>
=== MomentsMomen ===
TheSebaran probabilityprobabiliti distribution ofvariabel random variablesalawasna isdicirikeun oftenku characterisedjumlah byparamater anu small number of parameterssaeutik, whichoge alsomibanda have''interpretasi'' a practical interpretationpraktis. For exampleContona, itieu iscukup oftendipikanyaho enoughsalaku to"nilai know what its "average value" is. This is capturedHal byieu thekawengku mathematicalku conceptkonsep ofmatematik [[expected value|nilai ekspektasi]] of avariabel random variable, denoteddilambangkeun ku E[''X'']. NoteCatetan thatyen inilaharna general, E[''f''(''X'')] is '''notteu''' the samesarua asjeung ''f''(E[''X'']). OnceMangsa the"nilai "average value" is knowndipikanyaho, onemangka couldsabaraha thenjauh asktipikal how far from this average value the values ofnilai ''X'' typicallytina arenilai average, apatarosan questionieu thatdijawab is answered by theku [[variancevarian]] andsarta [[simpangan baku]] of avariabel random variable.
Mathematically, this is known as the (generalised) [[problem of moments]]: for a given class of random variables ''X'', find a collection {''f<sub>i</sub>''} of functions such that the expectation values E[''f<sub>i</sub>''(''X'')] fully characterize the distribution of the random variable ''X''.
