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Hi there I am looking at the following:

Show that the symmetric triangular distribution, $$\begin{equation} g(x)=\begin{cases} 0, & \text{if $x<0$}.\\ x, & \text{$0\leq x\leq1$}\\ 2-x & \text{$1\leq x\leq2$}\\ 0& \text{if $x>2$} \end{cases} \end{equation}$$

can be sampled from a convolution of 2 uniforms?

Is this related to a inversion technique? Any help would be most appreciated, many thanks.

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No. You are asked to prove that if U and V are i.i.d. uniform on (0,1) then U+V has density g. –  Did Feb 16 '13 at 12:14
    
@Did many thanks. –  user24930 Feb 16 '13 at 14:07
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