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Uniform or Rectangular Distribution

The document describes the rectangular distribution, including its probability density function defined over an interval [a,b]. It provides formulas for calculating the total area under the density function, the mean, variance, distribution function, r-th moment, and r-th moment about the mean for a random variable with a rectangular distribution.

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51 views1 page

Uniform or Rectangular Distribution

The document describes the rectangular distribution, including its probability density function defined over an interval [a,b]. It provides formulas for calculating the total area under the density function, the mean, variance, distribution function, r-th moment, and r-th moment about the mean for a random variable with a rectangular distribution.

Uploaded by

innocent angel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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A continuous random variable X is said to have rectangular distribution over the interval [a,b] if its

1
p.d.f is given as 0≤a,b≤∞
b−a

Total area
∞ b b
1 1 1 b−a
∫ f ( x ) dx=∫ ∫
b
dx= dx= |x|a = =1
−∞ a b−a b−a a b−a b−a

Mean and variance

||
∞ b b 2 b

( )
2 2
1 1 1 x b −a a+b
μ =E ( X )=∫ x . f ( x ) dx=∫ x ∫
'
1 dx= x dx= = =
−∞ a b−a b−a a b−a 2 a 2 ( b−a ) 2

||
∞ b b b

( )
3 3 3 2 2
1 1 1 x b −a a +b + ab
μ =E ( X )= ∫ x . f ( x ) dx=∫ x ∫ x dx= b−a 3 = 3 ( b−a ) ¿ 3
' 2 2 2
2 dx=
−∞ a b−a b−a a a

( )
2
2 a2+ b2 +ab a+ b 2 ( b−a )
Var ( X )=μ '2−( μ'1 ) = − =
3 2 12

Distribution function
x x x
1 1 1 x−a
F ( x )= ∫ f ( x ) dx=∫ ∫
x
dx= dx= |x|a =
−∞ a b−a b−a a b−a b−a

r-th moment

| |
∞ b b b r +1 r+1

( )
r +1
1 1 1 x b −a
μ =E ( X )= ∫ x . f ( x ) dx=∫ x ∫
' r r r r
dx= x dx= ¿
b−a r+ 1 a (r +1) ( b−a )
r
−∞ a b−a b−a a

r-th moment about mean


∞ b b

( )( ) ( )
r r
a+b 1 1 a+b
μr =∫ { x−E( X) } f ( x ) dx=∫ ∫
r
x− dx= x− dx
−∞ a 2 b−a b−a a 2

|( |
r+1 b

¿
1
x−
a+b
2 ) =¿
b−a r +1 a

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