Uniform Distribution
A uniform distribution, sometimes also known as a rectangular distribution, is a distribution that has constant probability.
The probability density function and cumulative distribution function for a continuous uniform distribution on the interval are
|
(1)
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(2)
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These can be written in terms of the Heaviside step function
as
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(3)
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(4)
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the latter of which simplifies to the expected for
.
The continuous distribution is implemented as UniformDistribution[a, b].
For a continuous uniform distribution, the characteristic function is
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(5)
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If
and
,
the characteristic function simplifies
to
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(6)
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(7)
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The moment-generating function is
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(8)
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(9)
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(10)
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and
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(11)
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(12)
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The moment-generating function is not differentiable at zero, but the moments can be calculated
by differentiating and then taking . The raw moments
are given analytically by
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(13)
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(14)
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(15)
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The first few are therefore given explicitly by
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(16)
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(17)
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(18)
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(19)
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The central moments are given analytically by
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(20)
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(21)
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(22)
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The first few are therefore given explicitly by
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(23)
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(24)
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(25)
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(26)
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The mean, variance, skewness, and kurtosis excess are therefore
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(27)
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(28)
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(29)
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(30)
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See also
Continuous Distribution, Discrete Uniform Distribution, Equidistributed Sequence, Random Number, Rectangle Function, Triangular Distribution, Uniform Difference Distribution, Uniform Product Distribution, Uniform Ratio Distribution, Uniform Sum Distribution Explore this topic in the MathWorld classroomExplore with Wolfram|Alpha
References
Beyer, W. H. CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, pp. 531 and 533, 1987.Referenced on Wolfram|Alpha
Uniform DistributionCite this as:
Weisstein, Eric W. "Uniform Distribution." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/UniformDistribution.html