For transformations of random variables, why the value of the CDF within the corresponding range keeps the same even after applying a Nonlinear Transformation?
For example. X ~ U(0, 2), the PDF of X is $f_X(x) = \frac{1}{2}$ and the CDF is $F_X(x) = \frac{x}{2}$. Let Y = $X^2$, I can finish derivative $f_Y$ and $F_y$ by myself. However, I cannot understand well why $F_X(x) = F_Y(x^2)$ is always true.