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

In summary, the conversation discusses finding the density function of U^2 when U is uniformly distributed on the interval [-1,1]. The boundaries for U^2 are found implicitly and determined to be 0 < X <= 1.
  • #1
number0
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0

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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  • #2
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.
 
  • #3
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?
 
  • #4
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.
 
  • #5
I like Serena said:
Yes.

Thank you so much :)
 

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

What does it mean for U to be uniform on [-1, 1]?

"Uniform on [-1, 1]" means that U takes on values between -1 and 1 with equal probability. In other words, the probability of U being any number between -1 and 1 is the same.

Why is it important to find the density function of U^2?

The density function of U^2 can help us understand the distribution of U^2, which is useful in many statistical and mathematical applications. It can also help us calculate probabilities and make predictions about the behavior of U^2.

How is the density function of U^2 related to the density function of U?

The density function of U^2 is related to the density function of U through a transformation. In this case, we are taking the square of U, so the density function of U^2 will be related to the density function of U through a squared term.

What is the formula for the density function of U^2?

The formula for the density function of U^2 is f(x) = 1/(2*sqrt(x)), where x is between 0 and 1. This formula can be derived using the transformation method and the fact that U is uniform on [-1,1].

Can the density function of U^2 be used for any other distributions?

No, the density function of U^2 is specifically for when U is uniform on [-1, 1]. It cannot be used for other distributions without making additional adjustments or transformations.

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