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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:

!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

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

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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