Uniform Distribution

The uniform distribution is a flat continuous probability distribution function. All values are equally likely.


Description

The distribution is given by uniform.svg for any a ≤ x ≤ b. The function is defined for all real numbers so values of x outside that range map to 0.


Moments

The expected value is given as E[X] = (a+b)/2. The derivation is:

exp1.svg

exp2.svg

Variance is given as Var[X] = (b-a)2/12. It is sometimes given as (a-b)2/12 instead, but it doesn't matter since the difference is squared and any sign is discarded.

The simplest derivation is through Var[X] = E[X2] - E[X]2. The second raw moment is calculated as:

var1.svg

var2.svg

Meanwhile the square of the expected value is simple to calculate:

var3.svg

Altogether now:

var4.svg


CategoryRicottone

Analysis/UniformDistribution (last edited 2026-07-30 23:51:34 by DominicRicottone)