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probability or statistics - Is this TransformedDistribution beyond Mathematica?


Creating the following transformed distribution $A$


A = TransformedDistribution[Sqrt[x^2], x \[Distributed] NormalDistribution[\[Mu], \[Sigma]]]

and then using A to create another TransformedDistribution $B$,


B = TransformedDistribution[1/2 + Sqrt[c^2 d^2 (d^2 - c x^2)]/(2 c d^2), x \[Distributed] A]


seems to get Mathematica stuck on


PDF[B, x]

Or is it me doing something wrong?




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