this is literally just a change of variable https://en.wikipedia.org/wiki/Probability_density_function#Function_of_random_variables_and_change_of_variables_in_

this is literally just a change of variable https://en.wikipedia.org/wiki/Probability_density_function#Function_of_random_variables_and_change_of_variables_in_the_probability_density_function https://en.wikipedia.org/wiki/Probability_density_function#F... every single probability/stats book covers it in the first chapter.