Q: "If a random variable has the pdf : find the transformation that would generate this random variable from the standard uniform."
My approach is laid out below, but it's a fail since if I then try to use the transform function against an r.v. that's 'standard uniform' (ie: Y~U[0,1]), I'll generate the pdf for X as above just fine, but the interval is borked (ie: I don't get -1<= x <= 1). What am I missing here?
<click image to enlarge to human-readable size>