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If I have a function f that generates a random number uniformly distributed between 1 and 5 then can I say that g=f*f generates a random number uniformly distributed between 1 and 25?

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    $\begingroup$ Definitely not. g can only equal 1,2,3,4,5,6,8,9,10,12,15,16,20,25, and some of these values are more likely than others $\endgroup$ – Mike Earnest Jan 21 '18 at 17:00
  • $\begingroup$ I guess it's a random real number. $\endgroup$ – Kenny Lau Jan 21 '18 at 17:00
  • $\begingroup$ Depends if it the distribution is continuous or discrete $\endgroup$ – Dylan Zammit Jan 21 '18 at 17:02
  • $\begingroup$ Also in continuos case the product is not a uniform distribution $\endgroup$ – Blex Jan 21 '18 at 17:04
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    $\begingroup$ Just like to point out that "random"≠"uniformly distributed". $\endgroup$ – Michael McGovern Jan 21 '18 at 17:31
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Discrete case

Fairly obvious not as there some numbers between $1$ and $25$ that you will never get: $7, 11, 13, 14, 17, 18, 19, 21, 22, 23, 24$.

The sum is a bit better behaved, all of $2$ to $10$ will be possible but still not uniform. Consider the similar problem of two dice: $7$ is much more likely than $2$ or $12$.

Continuous case

Also not uniform.

For the sum, the PDF will rise from $0$ at $0$ linearly to a maximum at the mid-point and then fall linearly back to $0$ at $10$.

For the product, also not uniform. I was calculating it but it seems redundant now.

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