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Uniform Distribution (Continuous) : Statistics

The uniform distribution (continuous) is one of the simplest probability distributions. It takes values within a specified range, with an equal probability density function value within that range. For example, the probability that an elevator arrives within 15 seconds given it takes between 0-40 seconds is 15/40. The expected value is the midpoint of the range, and the variance is (b-a)^2/12.

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Haider Shah
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171 views

Uniform Distribution (Continuous) : Statistics

The uniform distribution (continuous) is one of the simplest probability distributions. It takes values within a specified range, with an equal probability density function value within that range. For example, the probability that an elevator arrives within 15 seconds given it takes between 0-40 seconds is 15/40. The expected value is the midpoint of the range, and the variance is (b-a)^2/12.

Uploaded by

Haider Shah
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistics:

Uniform Distribution (Continuous)


The uniform distribution (continuous) is one of the simplest probability distributions in statistics. It
is a continuous distribution, this means that it takes values within a specified range, e.g. between 0 and 1.

The probability density function for a uniform distribution taking values in the range a to b is:

 1 if a ≤ x ≤ b
b−a
f (x) =
0 otherwise

Example
You arrive into a building and are about to take an elevator to the your floor. Once you call the elevator,
it will take between 0 and 40 seconds to arrive to you. We will assume that the elevator arrives uniformly
between 0 and 40 seconds after you press the button. In this case a = 0 and b = 40.

Calculating Probabilities
Remember, from any continuous probability density function we can calculate probabilities by using
integration.
Z d Z d
1 d−c
P(c ≤ x ≤ d) = f (x) dx = dx =
c c b−a b−a
In our example, to calculate the probability that elevator takes less than 15 seconds to arrive we set
d = 15 and c = 0. The correct probability is 15−0
40−0
= 15
40
.

Expected Value
The expected value of a uniform distribution is:
Z b Z b
x b−a
E(X) = xf (x) dx = dx =
a a b−a 2
40−0
In our example, the expected value is 2
= 20 seconds.

Variance
The variance of a uniform distribution is:

Var(X) = E(X2 ) − E2 (X)


!2
Z b
x2 b−a (b − a)2
= dx − =
a b−a 2 12
(40−0)2 400
In our example, the variance is 12
= 3

Standard Uniform Distribution


The standard uniform distribution is where a = 0 and b = 1 and is common in statistics, especially for
random number generation. Its expected value is 21 and variance is 12
1
Statistics:
Uniform Distribution (Discrete)
The uniform distribution (discrete) is one of the simplest probability distributions in statistics. It is a
discrete distribution, this means that it takes a finite set of possible, e.g. 1, 2, 3, 4, 5 and 6.

The probability mass function for a uniform distribution taking one of n possible values from the set
A = (x1 , .., xn ) is:

1 if x ∈ A
n
f (x) =
0 otherwise

Example
DICE??

Calculating Probabilities
Remember, from any discrete probability mass function we can calculate probabilities by using a sum-
mation.
d d
X X 1
P(xc ≤ X ≤ xd ) = f (xi ) =
i=c i=c n

In our example, to calculate the probability that the dice lands on 2 or 3 we set d = 3 and c = 2. The
correct probability is 61 + 16 = 62 .

Expected Value
The expected value of a uniform distribution is:
n n Pn
X X xi i=1 xi x1 + x n
E(X) = xi f (xi ) = = =
i=1 i=1 n n 2
1+2+3+4+5+6 1+6
In our example, the expected value is 6
= 2
= 3.5.

Variance
The variance of a uniform distribution is:
(b − a + 1)2 − 1
Var(X) =
12
(6−1+1)2 −1 35
In our example, the variance is 12
= 12
= 2.9

Standard Uniform Distribution


The standard uniform distribution is where a = 0 and b = 1 and is common in statistics, especially for
random number generation. Its expected value is 21 and variance is 12
1

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