Probability and Random Processes

Let X, N, Y and Z be random variables. The variables X and N are independent of each other. X is uniformly distributed between -1 and 1; N follows Normal distribution with zero mean and unity variance. Y and Z are define...

A random variable X, distributed normally as N(0,1), undergoes the transformation Y = h(X), given in the figure. The form of the probability density function of Y is (In the options given below, a, b, c are non-zero cons...