U

⎧
0 ⎪
⎪ if x ≤ a
Uniform Distribution x−a ⎨
F (x) = if a < x < b
⎪ b−a
⎪
A uniform distribution is used to describe ⎩
1 otherwise .
a population that is uniformly distributed in
an interval. The expected value of a random variable
A random variable X is said to be uniformly that is uniformly distributed in an interval
distributed in the interval [a, b] if its density [a, b] is equal to:
function is given by:
⎧  b x b2 − a2 a+b
⎨ 1 E [X] = dx = = .
if a ≤ x ≤ b a b−a 2 (b − a) 2
f (x) = b−a
⎩
0 otherwise .
This result is intuitively very easy to under-
Because of the rectangular shape of its den- stand because the density function is sym-
sity function, the uniform distribution is metric around the middle point of the inter-
also sometimes called the rectangular distri- val [a, b].
bution. We can calculate
   b b2 + ab + a2
E X2 = x2 f (x) dx = .
a 3

The variance is therefore equal to:

  (b − a)2
Var (X) = E X 2 − (E [X])2 = .
12

Uniform distribution, a = 1, b = 3 The uniform distribution is a particular case

of the beta distribution when α = β = 1.
The uniform distribution is a continuous
probability distribution. DOMAINS AND LIMITATIONS
Applications of the uniform distribution are
MATHEMATICAL ASPECTS numerous in the construction of models for
The distribution function of a uniform physical, biological, and social phenomena.
distribution is the following: The uniform distribution is often used as
554 Unimodal Distribution

a model for errors of approximation dur- to 1, then its distribution function is

ing measurements. For example, if the length
of some objects is measured with a 1-cm F (x) = 1 − exp (−x) .
precision, a length of 35 cm can represent
Since F(x) = u, we have u = 1 − e−x .
all the objects with a length between 34.5
To find x, we search for F −1 :
and 35.5 cm. The approximation errors fol-
low a uniform distribution in the interval u = 1 − e−x ,
[−0.5, 0.5].
u − 1 = −e−x ,
The uniform distribution is often used to gen-
erate random numbers of any discrete or 1 − u = e−x ,
continuous probability distribution. The ln(1 − u) = −x ,
method used to generate a continuous distri- − ln(1 − u) = x .
bution is the following.
Consider X a continuous random variable Notice that if u is a random variable that is
and F(x) its distribution function. Suppose uniform in [0,1], then (1 − u) is also a ran-
that F is continuous and strictly increasing. dom variable that is uniform in [0,1].
Then U = F(X) is a uniform and con- By applying the aforementioned to a series of
tinuous random variable. U takes its values random numbers, we find a sample taken
in the interval [0,1]. We then have X = from X:
F −1 (U), where F −1 is the inverse function
U X
of the distribution function.
0.14 1.97
Therefore, if u1 , u2 , . . . , un is a series of ran-
0.97 0.03
dom numbers, then:
0.53 0.63
−1
x1 = F (u1 ) , 0.73 0.31
.. ..
x2 = F −1 (u2 ) , . .

... ,
FURTHER READING
xn = F −1 (un )
 Beta distribution
is a series of random numbers generated from  Continuous probability distribution
the distribution of the random variable X.  Discrete uniform distribution

EXAMPLES
Unimodal Distribution
If random variable X follows a negative
exponential distribution of mean equal See frequency distribution.