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[Calculus] Uniform Distribution

2021-11-29 09:17 作者:AoiSTZ23  | 我要投稿

By: Tao Steven Zheng (郑涛)

【Problem】

Calculate the mean, median, and variance for the probability distribution function (PDF)

%20p(x)%20%3D%20%5Cfrac%7B1%7D%7Bb-a%7D%20

defined on the interval x%20%5Cin%20%5Ba%2Cb%5D and is zero elsewhere.

【Solution】

(1) Mean

The mean is the first moment of the PDF.

Var(X)%20%3D%20%5Cint_%7B-%5Cinfty%7D%5E%7B%5Cinfty%7D%20x%5E2%20%5Ccdot%20p(x)%20dx%20-%20%7B%5Cmu%7D%5E2

%5Cmu%20%3D%20%5Cint_%7Ba%7D%5E%7Bb%7D%20%5Cfrac%7Bx%7D%7Bb-a%7D%20dx

%20%5Cmu%20%3D%20%5Cfrac%7Bx%5E2%7D%7B2(b-a)%7D%5CBiggr%7C_a%5Eb

%5Cmu%20%3D%20%5Cfrac%7Bb%5E2%20-%20a%5E2%7D%7B2(b-a)%7D

%20%5Cmu%20%3D%20%5Cfrac%7Ba%2Bb%7D%7B2%7D


(2) Median

To calculate the median, one must obtain the cumulative distribution function (CDF).

P(x)%20%3D%20%5Cint_%7Ba%7D%5E%7Bx%7D%20%5Cfrac%7B1%7D%7Bb-a%7Ddt

P(x)%20%3D%20%5Cfrac%7Bx%7D%7Bb-a%7D%20%20%5CBiggr%7C_a%5Ex

P(x)%20%3D%20%5Cfrac%7Bx-a%7D%7Bb-a%7D

The median is located where the probability is 50%, so

P(x)%20%3D%200.5%20

%5Cfrac%7Bx-a%7D%7Bb-a%7D%20%3D%200.5

x%20%3D%20%5Cfrac%7Ba%2Bb%7D%7B2%7D%20


(3) Variance

The variance is calculated by subtracting the square of the mean from the second moment.

Var(X)%20%3D%20%5Cint_%7B-%5Cinfty%7D%5E%7B%5Cinfty%7D%20x%5E2%20%5Ccdot%20p(x)%20dx%20-%20%7B%5Cmu%7D%5E2

Var(X)%20%3D%20%5Cint_%7Ba%7D%5E%7Bb%7D%20%20%5Cfrac%7Bx%5E2%7D%7Bb-a%7D%20dx%20-%20%7B%5Cmu%7D%5E2

%20Var(X)%20%3D%20%5Cfrac%7Bx%5E3%7D%7B3(b-a)%7D%20%5CBiggr%7C_a%5Eb%20-%20%7B%5Cleft(%5Cfrac%7Ba%2Bb%7D%7B2%7D%5Cright)%7D%5E2

%20Var(X)%20%3D%20%5Cfrac%7Bb%5E3%20-%20a%5E3%7D%7B3(b-a)%7D%20-%20%5Cfrac%7Ba%5E2%2B2ab%2Bb%5E2%7D%7B4%7D

Since b%5E3%20-%20a%5E3%20%3D%20(b-a)(b%5E2%20%2B%20ab%20%2B%20a%5E2),

Var(X)%20%3D%20%5Cfrac%7Bb%5E2%20%2B%20ab%20%2B%20a%5E2%7D%7B3%7D%20-%20%5Cfrac%7Ba%5E2%20%2B%202ab%20%2B%20b%5E2%7D%7B4%7D

Var(X)%20%3D%20%5Cfrac%7Bb%5E2%20-%202ab%20%2B%20a%5E2%7D%7B12%7D%20

Var(X)%20%3D%20%5Cfrac%7B%7B(b-a)%7D%5E2%7D%7B12%7D

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