Do you know what Sampling Distributions are?
In Statistics, there is a topic called Sampling Distributions, where the goal is to find the distribution of a function g(X) of a random variable X, given the distribution of X. The following problem is a simple illustration of the topic. Problem: Given that X follows a continuous uniform distribution distribution over the closed interval [0,1], we are asked to find out the distribution of the square of X. In other words, if X~Uniform[0,1], then what is the distribution of g(X)=X².