Compute the answer of the following question
Question- Let Y=aX + b, where X and Y are random variables and a and b are constants. Assume that the random variable X is Gaussian with a mean value µ and variance σ2.
Part 1- How is the random variable Y distributed and what is its mean and variance?
Part 2- Write its probability density function.
I need help to find the probability density function of given question.