Re: Covariance

Posted by Amit Goyal on Mar 07, 2014; 2:10pm
URL: http://discussion-forum.276.s1.nabble.com/Covariance-tp7585108p7585113.html

Atika, thats incorrect. Please refer to the solution I posted for the correct answer. Since X is uniform[-1, 1], E(X) = 0. X^2 take values between 0 and 1 but the distribution of X^2 is not uniform. Also, distribution of X^3 is not uniform.
Question: Find the cdf and pdfs of X^2 and X^3 when X is uniform[-1, 1].