Uniform Random Variable

Uniform Random Variable

In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of probability distributions such that for each member of the family, all intervals of the same length on the distribution's support are equally probable. The probability distribution function for this random variable is: $$ F_X(x) = \frac{x-a}{b-a} $$ where $b$ and $a$ are parameters that give the highest and lowest (real) values that the random variable can take. The probability density function for this random variable is: $$ f_X(x) = \frac{1}{b-a} $$ and the expectation and variance are $\mathbb{E}(X) = \frac{1}{2}(a+b)$ and $\textrm{var}(X) = \frac{1}{12}(b-a)^2$.

Syllabus Aims

  • You should be able to write out an expression for the probability distribution function of a uniform random variable.
  • You should be able to derive the probability density function for a uniform random variable.
  • You should be able to demonstrate that the uniform random variable is properly normalized.
  • You should be able to obtain expressions for the expectation and variance of a uniform random variable by means of direct integration.

Contact Details

School of Mathematics and Physics,
Queen's University Belfast,
Belfast,
BT7 1NN

Email: g.tribello@qub.ac.uk
Website: mywebsite