Why does $Y$ turn into $X$ distribution

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I have 1 question regarding the answer to this exercise:

1)why does Y turn to X in the second row? Are we allowed to do this?

If somebody could clarify this for me, that would really help

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In the second row, $Y$ can be replaced by $X$ because when $Z=1,$ then $Y$ and $X$ are equal. And the reason it is done is to get an event that is the intersection of two independent events: $X\le y$ and $Z=1.$

And $Y= -X$ when $Z=-1.$