When solving for probabilities involving a square, first determine the range of the variable that satisfies the inequality. Then, use the CDF to calculate the desired probability.
To find \( P(X^2 \leq 0.25) \), we solve for the range \( -0.5 \leq X \leq 0.5 \). Using the CDF, we calculate the probabilities for the corresponding values of \( X \). The probability is:
\[
P(X^2 \leq 0.25) = F_X(0.5) - F_X(-0.5) = 0.5625 - 0.0625 = 0.5
\]