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3.2 Uniform Distribution: 𝖴𝗇𝗂𝖿(a,b)

A continuous random variable for which all outcomes in a given range have equal chance of occurring is said to be uniformly distributed. Specifically, a random variable X has a Uniform distribution over the interval (a,b) if the pdf and cdf are given by

fX(x;𝜽)={1b-aa<x<b0otherwise
FX(x)={0xax-ab-aa<x<b1xb

where 𝜽=(a,b), which we write X𝖴𝗇𝗂𝖿(a,b) or sometimes XU(a,b). This pdf for two different sets of parameter values is illustrated on Figure 3.1 (First Link, Second Link).

Figure 3.1: First Link, Second Link, Caption: The pdfs for two uniformly distributed random variables X with different parameter values.

The reason that this pdf is appropriate for such random outcomes is that for all x and x+c such that a<x<x+c<b

𝖯(x<Xx+c)=c/(b-a),

so the probability of X falling in any interval of length c in the range (a,b) is the same for all x, i.e. independent of the position x and proportional to the interval length c.

The r-th moment of the 𝖴𝗇𝗂𝖿(a,b) distribution is

𝖤[Xr]=-trfX(t)dt=abtrb-adt=br+1-ar+1(r+1)(b-a).

Hence the expectation (taking r=1 in the result above) is

𝖤[X]=b2-a22(b-a)=b+a2,

and the variance is

𝖵𝖺𝗋[X]=b3-a33(b-a)-[b+a2]2=(b-a)212.

These results seem logical as if all values in the interval (a,b) are equally likely then the expected value should be the average of the endpoints. Similarly the wider the interval the more variable the outcomes, hence the larger variance.

Example 3.2.1.

You leave your room and walk around campus for 20 minutes. On arriving back at your room you notice some chewing gum on the sole of your shoe, which was not there when you set out. Assuming a Uniform distribution for the time when you trod on the gum, what is the probability that you trod on it within 2 minutes of leaving your room? What about in the final 2 minutes as you returned to your room?

Solution.  Let X model the time to stepping on the gum. If X𝖴𝗇𝗂𝖿(0,20) then F(2)=0.1 and 1-F(18)=0.1.