If U is uniform on [−1, 1], find the density function of U^2.

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Homework Help Overview

The problem involves finding the density function of the random variable U^2, where U is uniformly distributed on the interval [−1, 1]. Participants are exploring the implications of this transformation on the boundaries of the distribution.

Discussion Character

  • Exploratory, Assumption checking

Approaches and Questions Raised

  • Participants discuss the boundaries for U^2, with one noting the need to adjust integral limits based on the uniform distribution's constraints. There is also a question regarding the correctness of the derived boundaries for U^2.

Discussion Status

The discussion includes attempts to clarify the boundaries for U^2 and whether the derived limits are accurate. Some participants express uncertainty about their calculations, while others confirm the boundaries as being from 0 to 1.

Contextual Notes

There is a focus on the implications of the uniform distribution's limits on the transformation to U^2, with participants questioning how these affect the density function.

number0
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Homework Statement



If U is uniform on [−1, 1], find the density function of U^2.


Homework Equations



f(u) = 1/(b-a)


The Attempt at a Solution



I actually solved the problem already, but I am having trouble defining what the boundaries are for U^2. My work is uploaded in paint.

Any help would be appreciated. Thanks.
 

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Hi number0! :smile:

The integral in your solution runs from -√x to +√x, but that is only true if they are within the bounds of your uniform distribution.
If they are outside, you have values of x for which your integral bounds need to be modified, which in turn will result in other values for your density function.

If you do this, you will find your boundaries for U^2 implicitly.
 
I like Serena said:
Hi number0! :smile:

The integral in your solution runs from -√x to +√x, but that is only true if they are within the bounds of your uniform distribution.
If they are outside, you have values of x for which your integral bounds need to be modified, which in turn will result in other values for your density function.

If you do this, you will find your boundaries for U^2 implicitly.

I do not know if I did it correctly, but in my solution, I got the boundaries to be 0 < X <= 1. Is this correct?
 
number0 said:
I do not know if I did it correctly, but in my solution, I got the boundaries to be 0 < X <= 1. Is this correct?

Yes.
 
I like Serena said:
Yes.

Thank you so much :)
 

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