Please Help for this Electrical Engineering class Random sig

Please! Help for this Electrical Engineering class Random signal and System

step by step by hand

X \' is a Gaussian random variable with zero mean and variance alpha \'2. This random variable is passed through a hard-limiter device whose input-output relation is g(x)= {a xgt0. 0 x=0. b xlt0. Find the PDF of the output random variable Y = g(x).

Solution