Some Continuous Probability Distributions
Some Continuous Probability Distributions
Uniform Distribution: The density function of the continuous uniform random variable X on the
Distribution interval [A, B] is
1
F(x;A,B) = {(B−A, A ≤ x ≥ B, 0, elsewhere.
It should be emphasized to the reader that the density function forms a rectangle with base B-A
𝟏
and constant height𝑩−𝑨, As a result, the uniform distribution is often called the rectangular
distribution. The density function for a uniform random variable on the interval [1, 3] is shown
in Figure 6.1.
Probabilities are simple to calculate for the uniform distribution due to the simple nature of the
density function. However, note that the application of this distribution is based on the
assumption that the probability of falling in an interval of fixed length within [A, B] is constant.
Example 6.1:1 Suppose that a large conference room for a certain company can be reserved for
no more than 4 hours. However, the use of the conference room is such that both long and short
conferences occur quite often. In fact, it can be assumed that length X of a conference has a
uniform distribution on the interval [0, 4].
(a) What is the probability density function?
(b) What is the probability that any given conference lasts at least 3 hours?
(c) Solution: (a) The appropriate density function for the uniformly distributed random
variable
Figure 6.1: The density function for a random variable on the interval [1,3].
1
Fix) = {4 ; 0 ≤; 𝑟 ≤ 4}0, elsewhere.
1
(b) P[X>3]= f dx 4
Theorem 6.1:
A+B (𝐵−𝐴
P= and 𝜎 2 =
2 12