I seem to be getting it equal to the $X$, which can't be right
If $X$ is uniformly distributed on $ [0,1]$, how is $X^2$ distributed?
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probability
statistics
2 Answers
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If $X$ is uniform and $0 \leq t \leq 1$ then $\Pr[X^2 \leq t] = \Pr[X \leq \sqrt{t}] = \sqrt{t}.$ So $X^2$ is not distributed uniformly.
Intuitively, squaring a number between $0$ and $1$ reduces it, so $X^2$ typically takes smaller values than a uniform $[0,1]$ random variable.
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0Whoops. Seems like I can't square root numbers correctly. I imagine taking t^0.5 not equal to +/- t might aid in completing this question. Cheers. – 2011-06-09
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First note that $X^2$ is supported on $[0,1]$. For any $x \in [0,1]$, $ {\rm P}(X^2 \le x) = {\rm P}(X \le \sqrt x ) = \sqrt x . $ Hence, $X^2$ is characterized by a distribution function $F$ given by $F(x)=0$ if $x < 0$, $F(x)=\sqrt{x}$ if $0 \leq x \leq 1$, and $F(x)=1$ if $x > 1$.
EDIT: The distribution of $X^2$ is the Beta distribution with parameters $a=1/2$ and $b=1$.