A.15 Uniform distribution

X has a uniform distribution on the interval (a, b) denoted

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if it has density

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where

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is the indicator function of the set (a, b). The mean and variance are

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There is no unique mode, but the distribution is symmetrical, and hence

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Sometimes we have occasion to refer to a discrete version; Y has a discrete uniform distribution on the interval [a, b] denoted

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if it has a discrete distribution with density

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The mean and variance are

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using formulae for the sum and sum of squares of the first n natural numbers [the variance is best found by noting that the variance of UD(a, b) equals that of UD(1, n) where n=ba+1]. Again, there is no unique mode, but the distribution is ...

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