6.5.1. The Uniform Probability Density

 

Example 8:

X: the random variable representing the flight time from Taipei to Kaohsiung.

Suppose the flight time can be any value in the interval from 30 to 50 minutes.

That is,

 

Question: if the probability of a flight time within any time interval is the same as the one

within the other time interval with the same length. Then, what density  is

sensible for describing the probability?

 

Recall that the area under the graph of  corresponding to any interval is the probability

of the random variable X taking values in this interval. Since the probabilities of X taking

values in any equal length interval are the same, then the the areas under the graph of  

corresponding to any equal length interval are the same. Thus,  will take the same

value over any equal length area. For example, within one minute interval, then

Therefore, we have

 

Note: since we know , then by the property that

.

 

In the above example, the probability density has the same value in the interval the random

variable taking value. This probability density is referred as the

uniform probability density function.

 

Uniform Probability Density Function:

A random variable X taking values in [a,b] has the uniform probability density function  

if

.

 

Properties of Uniform Probability Density Function:

A random variable X taking values in [a,b] has the uniform probability density function ,

then

 

Example 8 (continue):

In the flight time example,  then

 

JavaStatSoft:

Probability density:

Statistics -> Probability -> Probability Functions -> Probability Density Function (PDF)

 

Probability density:

Statistics -> Probability -> Probability Functions -> Cumulative Distribution Function (CDF)

 

Percentile (or Quantile):

Statistics -> Probability -> Probability Functions -> Percentile Function