The Uniform Probability Distribution

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Uniform Distribution
Examples
The Uniform Probability Distribution
Bernd Schröder
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Definition.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Definition. A continuous random variable is said to have
uniform distribution on the interval [A, B] if and only if its
probability density function is
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Definition. A continuous random variable is said to have
uniform distribution on the interval [A, B] if and only if its
probability density
1 function is
; for A ≤ x ≤ B,
f (x; A, B) = B−A
0; otherwise.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Definition. A continuous random variable is said to have
uniform distribution on the interval [A, B] if and only if its
probability density
1 function is
; for A ≤ x ≤ B,
f (x; A, B) = B−A
0; otherwise.
A
Bernd Schröder
The Uniform Probability Distribution
B
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Definition. A continuous random variable is said to have
uniform distribution on the interval [A, B] if and only if its
probability density
1 function is
; for A ≤ x ≤ B,
f (x; A, B) = B−A
0; otherwise.
6
1
B−A
?
A
Bernd Schröder
The Uniform Probability Distribution
B
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Definition. A continuous random variable is said to have
uniform distribution on the interval [A, B] if and only if its
probability density
1 function is
; for A ≤ x ≤ B,
f (x; A, B) = B−A
0; otherwise.
6
1
B−A
?
A
B
Example.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Definition. A continuous random variable is said to have
uniform distribution on the interval [A, B] if and only if its
probability density
1 function is
; for A ≤ x ≤ B,
f (x; A, B) = B−A
0; otherwise.
6
1
B−A
?
A
B
Example. RAND() is uniformly distributed on [0, 1].
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
2
3
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
2
3
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
2
3
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
2
3
5
P(X ≤ 3)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
2
3
5
P(X ≤ 3) = P(2 ≤ X ≤ 3)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≤ 3)
2
5
3
P(X ≤ 3) = P(2 ≤ X ≤ 3) =
Bernd Schröder
The Uniform Probability Distribution
1
3
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
2
Bernd Schröder
The Uniform Probability Distribution
4
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
2
Bernd Schröder
The Uniform Probability Distribution
4
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
2
Bernd Schröder
The Uniform Probability Distribution
4
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
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2
Bernd Schröder
The Uniform Probability Distribution
4
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
@
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@@
@
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@
@@@@
@
@ @@@
@ @ @@
@@@
2
4
5
P(X ≥ 4)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
@
@@
@@
@
@@@@
@
@@@@
@
@ @@@
@ @ @@
@@@
2
4
5
P(X ≥ 4) = P(5 ≥ X ≥ 4)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(X ≥ 4)
@
@@
@@
@
@@@@
@
@@@@
@
@ @@@
@ @ @@
@@@
2
Bernd Schröder
The Uniform Probability Distribution
5
4
P(X ≥ 4) = P(5 ≥ X ≥ 4) =
-
1
3
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
2
Bernd Schröder
The Uniform Probability Distribution
3.5
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
2
Bernd Schröder
The Uniform Probability Distribution
3.5
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
2
Bernd Schröder
The Uniform Probability Distribution
3.5
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
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@@
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@@
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@
@
@
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2
Bernd Schröder
The Uniform Probability Distribution
3.5
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
@@@
@@
@@
@@ @ @@@
@@@ @ @@
@@@@ @ @
@@
@@@@ @@
@
@
@
@@@@@
2
3.5
5
P(3.5 ≤ X ≤ 7)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
@@@
@@
@@
@@ @ @@@
@@@ @ @@
@@@@ @ @
@@
@@@@ @@
@
@
@
@@@@@
2
3.5
5
P(3.5 ≤ X ≤ 7) = P(3.5 ≤ X ≤ 5)
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute each of the following probabilities.
P(3.5 ≤ X ≤ 7)
@@@
@@
@@
@@ @ @@@
@@@ @ @@
@@@@ @ @
@@
@@@@ @@
@
@
@
@@@@@
2
3.5
5
P(3.5 ≤ X ≤ 7) = P(3.5 ≤ X ≤ 5) =
Bernd Schröder
The Uniform Probability Distribution
1
2
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5].
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
@
@@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
0.7
@
@
@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
0.7
@
@
@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
x
Bernd Schröder
The Uniform Probability Distribution
5
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
0.7
@
@
@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
x
5
0.7
1/3
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
0.7
@
@
@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
x
5
0.7
= 0.7 · 3
1/3
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
0.7
@
@
@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
x
5
0.7
= 0.7 · 3 = 2.1
1/3
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
0.7
@
@
@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
x
5
0.7
= 0.7 · 3 = 2.1
1/3
So x = 5 − 2.1
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
Uniform Distribution
Examples
Example. The random variable X is uniformly distributed on
[2, 5]. Compute the value x so that P(X ≥ x) = 0.7.
@@@@@
@@
@@
@ @@@@
@@@
@@ @ @ @ @
@@
@
@
0.7
@
@
@@@ @
@@@ @ @ @ @ @
@ @@ @ @ @ @@
@@@@@@@
2
x
5
0.7
= 0.7 · 3 = 2.1
1/3
So x = 5 − 2.1 = 2.9.
Bernd Schröder
The Uniform Probability Distribution
Louisiana Tech University, College of Engineering and Science
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