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    Uniform Dist

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    Rasull Saimon
    The document describes the uniform distribution, a continuous probability distribution where the probability density function f(x) is constant over a specified interval [a,b]. Key points: - The mean of a uniform distribution from a to b is (a+b)/2. - The variance is (b-a)^2/12. - An example calculates the mean, variance, and cumulative distribution function for a uniform random variable between 0 and 25.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Uniform Dist

    Uploaded by

    Rasull Saimon
    132 views4 pages
    The document describes the uniform distribution, a continuous probability distribution where the probability density function f(x) is constant over a specified interval [a,b]. Key points: - The mean of a uniform distribution from a to b is (a+b)/2. - The variance is (b-a)^2/12. - An example calculates the mean, variance, and cumulative distribution function for a uniform random variable between 0 and 25.

    Original Description:

    UNIFORM DISTRIBUTION

    Original Title

    UNIFORM DIST

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    The document describes the uniform distribution, a continuous probability distribution where the probability density function f(x) is constant over a specified interval [a,b]. Key points: - The mean of a uniform distribution from a to b is (a+b)/2. - The variance is (b-a)^2/12. - An example calculates the mean, variance, and cumulative distribution function for a uniform random variable between 0 and 25.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    132 views4 pages

    Uniform Dist

    Uploaded by

    Rasull Saimon
    The document describes the uniform distribution, a continuous probability distribution where the probability density function f(x) is constant over a specified interval [a,b]. Key points: - The mean of a uniform distribution from a to b is (a+b)/2. - The variance is (b-a)^2/12. - An example calculates the mean, variance, and cumulative distribution function for a uniform random variable between 0 and 25.

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    You are on page 1of 4

    The Uniform

    Distribution

    38.2

    Introduction
    This Section introduces the simplest type of continuous uniform distribution which features a
    continuous random variable X with probability density function f (x) which assumes a constant
    value over a nite interval.

    '

    understand the concepts of probability

    Prerequisites
    Before starting this Section you should . . .
    &

    be familiar with the concepts of


    expectation and variance
    be familiar with the concept of continuous
    probability distribution

    Learning Outcomes

    understand what is meant by the term


    uniform distribution

    After completing this Section you should be


    able to . . .

    be able to calculate the mean and variance of a uniform distribution

    1. The Uniform Distribution


    The Uniform or Rectangular distribution has random variable X restricted to a nite interval
    [a, b] and has f (x) has constant density over the interval. An illustration is
    f (x)
    1
    ba

    The function f (x) is dened by:


    1

    , axb

    f (x) = b a

    0
    otherwise

    Mean and Variance of a Uniform Distribution


    Using the denitions of expectation and variance leads to the following calculations. As you
    might expect, for a uniform distribution, the calculations are not dicult.
    Using the basic denition of expectation we may write:
    

    xf (x)dx =

    E(X) =

    x
    a

     2 b
    1
    1
    dx =
    x a
    ba
    2(b a)

    b a
    2(b a)
    b+a
    =
    2
    2

    Using the formula for the variance, we may write:


    V (X) = E(X 2 ) [E(X)]2
    
    
    2
    2
     b
     3 b
    1
    1
    b+a
    b+a
    2
    =
    x.
    =
    dx
    x a
    ba
    2
    3(b a)
    2
    a
    

    2
    b3 a3
    b+a
    =

    3(b a)
    2
    2
    2
    b + ab + a
    b2 + 2ab + a2
    =

    3
    4
    (b a)2
    =
    12
    HELM (VERSION 1: March 18, 2004): Workbook Level 1
    38.2: The Uniform Distribution

    Key Point
    The Uniform random variable X whose density function f (x) is dened by
    1

    , axb

    f (x) = b a

    0
    otherwise
    has expectation and variance given by the formulae
    E(X) =

    b+a
    2

    and

    V (X) =

    (b a)2
    12

    Example The current (in mA) measured in a piece of copper wire is known to follow
    a uniform distribution over the interval [0, 25]. Write down the formula for
    the probability density function f (x) of the random variable X representing
    the current. Calculate the mean and variance of the distribution and nd the
    cumulative distribution function F (x).

    Solution
    Over the interval [0, 25] the probability density function f (x) is given by the formula
    1

    = 0.04, 0 x 25

    25

    0
    f (x) =

    0
    otherwise
    Using the formulae developed for the mean and variance gives
    (25 0)2
    25 + 0
    = 12.5 mA
    and
    V (X) =
    = 52.08 mA2
    2
    12
    The cumulative distribution function is obtained by integrating the probability density function
    as shown below.
     x
    F (x) =
    f (t)dt
    E(X) =

    Hence, choosing the three distinct regions x < 0, 0 x 25 and x > 25 in turn gives:

    x<0
    0,
    x
    F (x) = 25 0 x 25

    1
    x > 25

    HELM (VERSION 1: March 18, 2004): Workbook Level 1


    38.2: The Uniform Distribution

    HELM (VERSION 1: March 18, 2004): Workbook Level 1


    38.2: The Uniform Distribution

    Over the interval [20, 40] the probability density function f (x) is given by the formula

    f (x) =

    0.05, 20 x 40
    0
    otherwise

    Using the formulae developed for the mean and variance gives
    E(X) = 10 m

    and


    20
    V (X) = = 5.77 m
    12

    The cumulative distribution function is given by


    
    x

    f (x)dx

    F (x) =

    Hence, choosing appropriate ranges for x, the cumulative distribution function is obtained as:

    0,
    F (x) =

    x20
    20

    x < 20
    20 x 40
    x 40

    Hence the probability that the coating is less than 35 microns thick is
    35 20
    = 0.75
    20

    F (x < 35) =

    Your solution
    The thickness x of a protective coating applied to a conductor designed to work
    in corrosive conditions follows a uniform distribution over the interval [20, 40]
    microns. Find the mean, standard deviation and cumulative distribution function of the thickness of the protective coating. Find also the probability that
    the coating is less than 35 microns thick.

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