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Unit 15: Exponential Distribution and Normal Distribution



            15.2 Uniform Distribution (Continuous Variable)                                       Notes


            A continuous random variable X is said to be uniformly distributed in a close interval (a, b) with
            probability density function p(X) if

                           1
                  p X               for  a £ X £ b    and
                   ( ) =
                         b a
                           -
                             = 0   otherwise.
            The uniform distribution is alternatively known as rectangular distribution. The diagram of the
            probability density function is shown in the figure 15.1.

                                              Figure  15.1

                                    X







                                                              X

            Note that the total area under the curve is unity, i.e. ,

                   b  1          1     b
                  ò a b a-  dX =  b a  X =  1
                                       a
                                 -
            Further,   b    1   z  b X dX =  1  X  2  b  =  a + b
                    E Xg =
                                   .
                           b -a  a       b -a  2       2
                                                  a
                                 1  z b        b 3  -a 3  1          i
                            2
                                         2
                                          .
                        E X d i =      X dX =        g  =  db 2  +ab a 2
                                                                 +
                               b -a  a         3b -a    3
                                                 b
                                 1  2         2   (a b+  ) 2  (b a-  ) 2
                           ( ) =
                                           +
                      Var X      (b +  ab a   ) -        =
                                 3                   4        12
                   Example 27: The buses on a certain route run after every 20 minutes. If a person arrives
            at the bus stop at random, what is the probability that
            (a)  he has to wait between 5 to 15 minutes,

            (b)  he gets a bus within 10 minutes,
            (c)  he has to wait at least 15 minutes.
            Solution.
            Let the random variable X denote the waiting time, which follows a uniform distribution with
            p.d.f.

                              1
                        f X       for 0 £ X £ 20
                         ( ) =
                              20

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