@mmcdara 

Thank you -- this is helpful.

@acer 

Thank you.  I do not need the symbolic solution -- I was hoping it would be "tidier." 

The evalf solution was just a check to see if the result was as expected when compared to the simulated result.

I am good.  Thanks again.

@mmcdara 

Thank you for your help with this issue.  I have had success approximating PDFs with the Pearson Distribution.  This is what you suggested:  PDF_analytic_approximation.mw

I have recently attempted to approximate another random variable that I wasn't able to simulate via Maple.  I had to simulate the data via Java.  I then imported the simulated data into Maple with the intent of approximating the PDF via the Pearson Distribution.  I was successful in bringing the data into Maple via the Excel import and create a histogram.  I ran into problems when I attempted to approximate the Pearson disbtibution in Maple.  I think the "data type" is the problem.  The data was imported as a matrix.  I then tried to convert the data to Vector and Array form, but without success.

The data and my attempt at approximating the Pearson Distribution as as follows:  MyData.xlsx, MyApproximationAttempt.mw.

@mmcdara thank you.  I had no idea these integration tools are available.

This brings me to a follow-up question.  This density function:  fw:= 2*sqrt(1-t²)/Pi...can it be classified as a Random Variable?

Thank you, acer.  I did not realize that the PDF function could be followed by the "assuming" keyword.  

My guess would be that my omitting this ended up confusing Maple.

All of this is very helpful.  Thank you for your responses.

Thank you.  This was the problem.  The current directory was set to a folder that no longer exists.

Thank you very much -- this is exactly what I needed.