Uniform Distribution C322Ae
1. **Problem Statement:** Find the PDF, expected value, and variance of a uniform random variable $U \sim \text{Uniform}(a,b)$.
2. **Formula for Uniform Distribution:**
- PDF: $$f_U(u) = \frac{1}{b-a} \quad \text{for } a \leq u \leq b$$
- Expected value: $$E[U] = \frac{a+b}{2}$$
- Variance: $$\text{Var}(U) = \frac{(b-a)^2}{12}$$
3. **Explanation:**
- The uniform distribution assumes all values between $a$ and $b$ are equally likely.
- The PDF is constant over $[a,b]$ and zero elsewhere.
- The mean is the midpoint of the interval.
- The variance measures the spread and depends on the length of the interval squared, divided by 12.
4. **Intermediate Work:**
- PDF is derived from the total probability being 1 over the interval length: $$\int_a^b f_U(u) du = 1 \Rightarrow f_U(u) = \frac{1}{b-a}$$
- Expected value calculation:
$$E[U] = \int_a^b u \cdot \frac{1}{b-a} du = \frac{1}{b-a} \cdot \frac{b^2 - a^2}{2} = \frac{a+b}{2}$$
- Variance calculation:
$$E[U^2] = \int_a^b u^2 \cdot \frac{1}{b-a} du = \frac{1}{b-a} \cdot \frac{b^3 - a^3}{3}$$
$$\text{Var}(U) = E[U^2] - (E[U])^2 = \frac{b^3 - a^3}{3(b-a)} - \left(\frac{a+b}{2}\right)^2 = \frac{(b-a)^2}{12}$$
**Final answers:**
$$f_U(u) = \frac{1}{b-a}, \quad E[U] = \frac{a+b}{2}, \quad \text{Var}(U) = \frac{(b-a)^2}{12}$$