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5 Uniform Distribution (Continuous)

The document discusses the uniform distribution of a continuous random variable X, detailing its probability density function (pdf), mean, variance, and moment generating function. It provides examples of calculating probabilities related to uniform distribution, including specific cases with given means and variances. Additionally, it presents problems involving waiting times for subway trains and probabilities for a random variable X with a uniform distribution over a specified interval.

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Akhil ph
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0% found this document useful (0 votes)
1 views13 pages

5 Uniform Distribution (Continuous)

The document discusses the uniform distribution of a continuous random variable X, detailing its probability density function (pdf), mean, variance, and moment generating function. It provides examples of calculating probabilities related to uniform distribution, including specific cases with given means and variances. Additionally, it presents problems involving waiting times for subway trains and probabilities for a random variable X with a uniform distribution over a specified interval.

Uploaded by

Akhil ph
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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 A continuous random variable X is said to

follow uniform distribution over an interval


(a,b) if its pdf is given by

 f(x) = 1/(b-a) , a≤x≤b


 = 0, elswhere

 This distribution is sometimes called


rectangular distribution
 Mean (μ)= E[x] =

 = =

 = =

 = =

 Variance (σ2) = E[X2]- E[X]2

 = -

 E[X2 ] = =

 = | | =

 = =
 Variance (σ2) = E[X2]- E[X]2

 = -

 =

 =

 =

 Moment generating function
 MX(t) = E [etx]

 = =


 = =

 =
 1. X is uniformly distributed with mean 1 and
variance 4/3 find p(x<0)

 Ans: Given mean = =1 (1)

 variance= =4/3 (2)



 ,

 From (2) b=3 and a=-1


 f(x) = ¼, -1≤x≤3
 = 0, elsewhere

 P(x<0) = = =

 2. Subway trains on a certain line run every
half an hour between midnight and six in the
morning. What is the probability that a man
entering the station at a random time during
this period will have to wait at least twenty
minutes
 Ans: Let the random variable X denote the
waiting time ( in minutes) for the next train.
Under the assumption that a man arrives at
the station at random, X is distributed
uniformly (0,30) with pdf
 f(x) = 1/30 ,0≤x≤30
 =0, elsewhere

 P[ He has to wait atleast 20 minutes] =

 = =10/30 =1/3
 3. A random variable X has a uniform
distribution over (-3,3) compute
 1. P(X<2) 2. P[|X|<2] 3. P[|X-2|<2]
 Ans:
 f(x) =1/6, -3≤x≤3
 =0,elsewhere

 P[X<2] = = =1/6
 P[|X|<2] =P[x<2 0r –x<2]=P[x<2 or x>-2]
 =P[ -2<x<2]

 =

 =

 =4/6 =2/3
 P[|X-2|<2] =P[X<4 or -X+2<2]
 =P[X<4 or –x<0]
 =P[X<4 or x>0]

= 3/6 =1/2

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