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    Uniform Distribution (Continuous) : Statistics

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    Haider Shah
    The uniform distribution (continuous) is one of the simplest probability distributions. It takes values within a specified range, with an equal probability density function value within that range. For example, the probability that an elevator arrives within 15 seconds given it takes between 0-40 seconds is 15/40. The expected value is the midpoint of the range, and the variance is (b-a)^2/12.

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    Uniform Distribution (Continuous) : Statistics

    Uploaded by

    Haider Shah
    112 views2 pages
    The uniform distribution (continuous) is one of the simplest probability distributions. It takes values within a specified range, with an equal probability density function value within that range. For example, the probability that an elevator arrives within 15 seconds given it takes between 0-40 seconds is 15/40. The expected value is the midpoint of the range, and the variance is (b-a)^2/12.

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    Uniform Distribution

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    The uniform distribution (continuous) is one of the simplest probability distributions. It takes values within a specified range, with an equal probability density function value within that range. For example, the probability that an elevator arrives within 15 seconds given it takes between 0-40 seconds is 15/40. The expected value is the midpoint of the range, and the variance is (b-a)^2/12.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    112 views2 pages

    Uniform Distribution (Continuous) : Statistics

    Uploaded by

    Haider Shah
    The uniform distribution (continuous) is one of the simplest probability distributions. It takes values within a specified range, with an equal probability density function value within that range. For example, the probability that an elevator arrives within 15 seconds given it takes between 0-40 seconds is 15/40. The expected value is the midpoint of the range, and the variance is (b-a)^2/12.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Statistics:

    Uniform Distribution (Continuous)


    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:

    Var(X) = E(X2 ) − E2 (X)


    !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

    Standard Uniform Distribution


    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

    Standard Uniform Distribution


    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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