均匀分布(Uniform Distribution)
一个连续随机变量XXX在区间[a,b][a,b][a,b]上具有均匀分布,记作X∼Uniform(a,b)X\sim Uniform(a,b)X∼Uniform(a,b),当它的概率密度函数满足:
fX(x)={1b−aa≤x≤b0x<a or x>b
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:
FX(x)={0x<ax−ab−aa≤x≤b1x>b
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:
EX=a+b2
EX=\cfrac{a+b}{2}
EX=2a+b
又有
EX2=∫−∞∞x2fX(x)dx=∫abx2(1b−a)dx=a2+ab+b23
\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:
Var(X)=EX2−(EX)2=(b−a)212
Var(X)=EX^2-(EX)^2=\cfrac{(b-a)^2}{12}
Var(X)=EX2−(EX)2=12(b−a)2