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Let α and β be two real numbers such that −∞ < α < β < ∞. A continuous random
variable X is said to have a uniform (or rectangular) distribution over the interval (α, β)
(written as X ∼ U (α, β)) if probability density function of X is given by
(
1
β−α
,if α < x < β
fX (x) =
0, otherwise
Z∞
r
E(X ) = xr fX (x)dx
−∞
Zβ
xr
= dx
β−α
α
β r+1 − αr+1
=
(r + 1)(β − α)
β r + β r−1 α + · · · + βαr−1 + αr
=
r+1
Hence
α+β
E(X) = ;
2
β 2 + βα + α2
E(X 2 ) = ;
3
(β − α)2
V ar(X) = E(X 2 ) − (E(X))2 = .
12
MX (t) = E(etX )
Z∞
= etx fX (x)dx
−∞
Zβ
etx
= dx
β−α
α
(
etβ −etα
(β−α)t
if t 6= 0
,
= .
1, if t = 0
1
The d.f. of X ∼ U (α, β) is
Zx
FX (x) = fX (t)dt
−∞
0, if x < α
x−α
= β−α , if α ≤ x < β
1, if x ≥ β
X−α
Remark 1. Let X ∼ U (α, β) and Y = β−α
. Then the d.f. of Y is
FY (y) = P (Y ≤ y)
= P (X ≤ α + (β − α)y)
0, if α + (β − α)y < α
= α+(β−α)y−α
β−α
, if α ≤ α + (β − α)y < β
1, if α + (β − α)y ≥ β
0, if y < 0
= y, if 0 ≤ y < 1
1, if y ≥ 1
Example 2. Let a > 0 be a real constant. A point X is chosen at random on the interval
(0, a) (i.e., X ∼ U (0, a)).
(1) If Y denotes the area of equilateral triangle having sides of length X, find the
mean and variance of Y .
(2) If the point X divides the interval (0, a) into subintervals I1 = (0, X) and I2 =
[X, a), find the probability that the larger of these two subintervals is at least the
double of the size of the smaller subinterval.
Solution:
√
3 2
(1) We have Y = 4
X . Then
√ √
3 2 3 2
E(Y ) = E(X ) = a;
4 12
3 3
E(Y 2 ) = E(X 4 ) = a4 ;
16 80
a4
V ar(Y ) = E(Y 2 ) − (E(Y ))2 = .
80
2
(2) The required probability is
p = P ({max(X, a − X) ≥ 2 min(X, a − X)})
a a
= P ({a − X ≥ 2X, X ≤ }) + P ({X ≥ 2(a − X), X > })
2 2
a 2a
= P (X ≤ }) + P ({X ≥ })
3 3
a 2a
= FX ( ) + 1 − FX ( )
3 3
1 2 2
= +1− =
3 3 3