 Difference of two independent uniform random variables

If $U,V$ are independent random variables, each with the uniform distribution on $[0,a]$ for $a>0$, then $T=U-V$ has the symmetric triangular distributionThe convolution of probability densities gives $q(t)=a^{-2}\int 1_{[0,a]}(s)1_{[0,a]}(s+t)ds$. The overlap of these two intervals has length $a-|t|$ for $|t|<a$ and is empty otherwise, proving the formula. By linearity of expectation and the variance of a sum,For $0\le b\le a$, its upper-tail probability is $(a-b{)}^2/(2a^2)$.

A useful model for elapsed time measured from two independently truncated clock readings uses $a$ as the display resolution and $T$ as the endpoint-offset difference. Independence is essential: uniform marginal probability distributions alone do not imply this triangular distribution. For example $U=V$ gives $T=0$ with certainty. In general, with the same uniform marginals, $\mathrm{Var}(U-V)=a^2/6-2\mathrm{Cov}(U,V)$.