Uniform or Rectangular Distribution

BY DR. GARGI TYAGI

 Uniform Distribution

A random variable 𝑋 is said to have a continuous

rectangular (uniform) distribution over an interval (𝑎, 𝑏),
− ∞ < 𝑎 < 𝑏 < ∞, if its p.d.f. is given by:
1
𝑓 𝑥; 𝑎, 𝑏 = ቐ𝑏 − 𝑎 ; 𝑖𝑓 𝑎 < 𝑥 < 𝑏
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

The cumulative distribution function is given by

0 𝑥≤𝑎
𝑥−𝑎
𝐹 𝑥 = 𝑎<𝑥<𝑏
𝑏−𝑎
1 𝑥≥𝑏
 Uniform Distribution
Moments
1 𝑏𝑟+1 −𝑎𝑟+1
𝜇𝑟′ =𝐸 𝑋𝑟 =
𝑏−𝑎 𝑟+1
𝑏+𝑎
Mean =
2
𝑏−𝑎 2
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 =
12
 Uniform Distribution
Moment Generating Function and Characteristic Function
𝑒 𝑏𝑡 − 𝑒 𝑎𝑡 𝑒 𝑖𝑏𝑡 − 𝑒 𝑖𝑎𝑡
𝑀𝑋 𝑡 = 𝐸 𝑒 𝑡𝑋 = ,𝑡 ≠ 0 𝜙𝑋 𝑡 = 𝐸 𝑒 𝑖𝑡𝑋 = ,𝑡 ≠ 0
𝑡 𝑏−𝑎 𝑖𝑡 𝑏 − 𝑎
 Uniform Distribution
Mean Deviation about Mean
𝒃−𝒂
𝑬 𝑿 − 𝒎𝒆𝒂𝒏 =
𝟒
 Uniform Distribution
Subway trains on a certain line run every half hour between mid-night 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?
Example
 Uniform Distribution
If 𝑋 has a uniform distribution in [0,1], find the distribution (p.d.f.) of −2 log 𝑋 .
Example
 Uniform Distribution
If 𝑋1 and 𝑋2 are independent rectangular variates on 0,1 , find the distributions of
a) 𝑋1 /𝑋2
b) 𝑋1 𝑋2
c) 𝑋1 +𝑋2
Example

d) 𝑋1 − 𝑋2
Thank You
BY DR. GARGI TYAGI