So Im new to pdf's and am doing some preliminary research on the topic. I came across notation that I didn't understand. The problem I found said this:
A random variable I has the following PDF:
$P_i(i) = \frac{4i}{a^2} U(i)$
where the variable i is simple the value of the random variable I. Determine the PDF of the new random variable:
$X = \frac{1}{I}$
using the following approaches: a) the direct technique, i.e., calculating the Jacobian of the inverse transformation, etc., and b) by first determining the CDF of the new RV, X, and then differentiating.
In the notation above, what does the U(i) mean. Is it specifying a uniform distribution?