Let U have the uniform distribution on the interval [0, 1]. Show that the random variable W

Question:

Let U have the uniform on the interval [0, 1]. Show that the random variable W defined in Eq. (12.4.6) has the p.d.f. h defined in Eq. (12.4.5).
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...