Uniform Distribution
The continuous distribution on with constant density there and elsewhere.
Definition 4.5 (Uniform Distribution)
A uniform distribution on is a continuous random variable , denoted , with probability density function
Proof of density validity. We have
Distribution function
If , then for ,
while for and for . In particular, for we have for all .
Related
Stated in
- Definition 4.5 (Uniform Distribution)§4.2 Uniform Distribution