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Uniform distribution: continuous vs discrete.

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Answer

  • Discrete: U{a, ..., b} — each of (b-a+1) integers has probability 1/(b-a+1).
  • Continuous: U(a, b) — density 1/(b-a) on [a,b], zero elsewhere.
  • Continuous uniform: E[X] = (a+b)/2, Var(X)  =  (ba)2/12\operatorname{Var}(X)\; = \;(b - a)^{2} / 12.
  • Uses: random sampling, base for inverse transform sampling (generate  any  distribution  by  feeding  uniform  samples  through  F1)(\mathrm{generate}\;\mathrm{any}\;\mathrm{distribution}\;\mathrm{by}\;\mathrm{feeding}\;\mathrm{uniform}\;\mathrm{samples}\;\mathrm{through}\;F^{-1}), and shuffling.
Check yourself — multiple choice
  • Var = b - a
  • Discrete: 1/n over integers; continuous U(a,b): pdf 1/(b-a), E=(a+b)/2, Var=(ba)2/12\operatorname{Var} = (b - a)^{2} / 12; base for inverse transform sampling
  • Only continuous exists
  • Undefined mean

Uniform: pdf 1/(b-a); Var=(ba)2/12\operatorname{Var} = (b - a)^{2} / 12; base for inverse-CDF sampling.

#distributions#probability

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