Suppose the random variable $X$ has PDF
$$f_X(x) = 2x^2~, \quad\text{when}~ 0 < x < 1~,$$ and zero otherwise.
Suppose $Z = 4X+9$, what is the CDF of $Z$? Then find the PDF of $Z$.
I began by finding $X=(Z-9)/4$, and then finding the integral of $f_X(x)$. I'm not sure of next steps.
That will give you the CDF of $Z$.
To find the pdf, differentiate with respect to $z$.$$\begin{align}{F}_Z(z)&={F}_X\left[(z-9)/4\right]\\[1ex]&=\int_{-\infty}^{(z-9)/4} f_X(x)~\mathrm d x\\[1ex]&=\mathbf 1_{0\leq (z-9)\le 4}~\int_0^{(z-9)/4} \require{cancel}\cancelto3{\color{red}2}x^2~\mathrm d x+\mathbf 1_{4\leq (z-9)}\\[1ex]&=\lower{2ex}\ddots\\[3ex] {f}_Z(x)&=\dfrac{\mathrm d~~}{\mathrm d z}F_Z(z)\\[1ex]&=\lower{2ex}\ddots\end{align}$$