MHB Uniform [0,1] Squared Probability Calculation

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The discussion centers on calculating the density of the squared value of a uniform [0,1] random variable, U. The initial query involves whether to use the probability expression P(U^2<a) as P(U<a^{1/2}) or P(-a^{1/2}<U<a^{1/2}). The conclusion reached is that both expressions yield the same result since U is constrained to the interval [0,1], making the negative range irrelevant. The participant confirms their understanding and notes that their teacher acknowledged their correct reasoning on the exam. This exchange highlights the importance of clarity in probability calculations involving transformations of random variables.
Barioth
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Hi everyone!

Here is my question:

Let's say U a continuous random variable, U is a uniform [0,1]

We're looking for $$U^2$$ Density.

I go with

$$P(U^2<a)=P(U<a^{1/2})$$

Altough my teacher say I must go with

$$P(U^2<a)=P(-a^{1/2}<U<a^{1/2})$$

If we've U in [0,1] I don't see why we would want to look at value that are under 0?

Thanks for reading

Edit: Thinking about it, it is actualy the same since we can break it as

$$P(U^2<a)=P(-a^{1/2}<U<a^{1/2}) =P(-a^{1/2}<U<0)+P(0<=U<a^{1/2}) $$
$$= 0 + P(0<U<a^{1/2})= P(U<a^{1/2})$$

Am I right?
 
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Yes. You are right. ;)
 
Thanks, it was in my exam last week, the teacher gave me my point back, a great teacher :)
 
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