均匀分布(Uniform Distribution)
一个连续随机变量
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X在区间
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[a,b]
[a,b]上具有均匀分布,记作
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X\sim Uniform(a,b)
X∼Uniform(a,b),当它的概率密度函数满足:
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f_X(x)=\left\{ \begin{array}{rcl} \frac{1}{b-a} & & {a\le x\le b} \\ 0 & & {x<a\ or\ x > b } \end{array} \right.
fX(x)={b−a10a≤x≤bx<a or x>b
它的分布函数如下所示:
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F_X(x)=\left\{ \begin{array}{rcl} 0 & & {x<a}\\ \frac{x-a}{b-a} & & {a\le x\le b} \\ 1 & & {x > b } \end{array} \right.
FX(x)=⎩⎨⎧0b−ax−a1x<aa≤x≤bx>b
分布函数的图像如图所示:
很容易的,我们可以求出相应的期望和方差:
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EX=\cfrac{a+b}{2}
EX=2a+b
又有
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\begin{array}{rcl} EX^2 & = & \int_{-\infty}^\infty x^2f_X(x)dx\\ & = & \int_a ^b x^2(\frac{1}{b-a})dx\\ & = & \cfrac{a^2+ab+b^2}{3} \end{array}
EX2===∫−∞∞x2fX(x)dx∫abx2(b−a1)dx3a2+ab+b2
因此:
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12
Var(X)=EX^2-(EX)^2=\cfrac{(b-a)^2}{12}
Var(X)=EX2−(EX)2=12(b−a)2