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A continuous random variable has the uniform distribution on the interval [a, b] if its probability density function f(x __________.

User Andrej
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1 Answer

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A uniform distribution has a constant density over its support:


f(x)=\begin{cases}c&\text{for }a\le x\le b\\0&\text{otherwise}\end{cases}

Any probability distribution sums to 1 over its support, so in this case
f(x) satisfies


\displaystyle\int_(-\infty)^\infty f(x)\,\mathrm dx=1

Replace
f(x) with its definition as given above, so you have


1=\displaystyle\int_a^bc\,\mathrm dx=cx\bigg|_(x=a)^(x=b)=c(b-a)

\implies c=\frac1{b-a}

So the density function is


f(x)=\begin{cases}\frac1{b-a}&\text{for }a\le x\le b\\\\0&\text{otherwise}\end{cases}
User Ishwor Khanal
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