1. The problem statement, all variables and given/known data If R1 and R2 are two uniformly distributed random variables on the interval [0,1]. What is the density function Z=R1*R2? 2. Relevant equations I'm not sure actually 3. The attempt at a solution I have tried to manipulate with moment generating function (which i suspect is the method i should use) but I have not come up with anything good. I know that since they are independent the Expected Value of Z should be 1/2*1/2=1/4. But I'm not sure if this will help me at all. I'm really just looking for an answer to whether I should continue experimenting with moment generating function or if I should try a different approach to the problem. Currently, I have no idea where to even start. The book for the course does not provide any examples what so ever for these types of problems. Thanks in advance!