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5 votes
2 answers
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If $X=\sin\Theta$ and $Y=\cos\Theta$ with $\Theta$ uniformly distributed, how can I compute the joint pdf of $(X,Y)$?

I have a random variable $\Theta$ uniformly distributed between $[-\pi ,\pi]$, two functions $X=\sin\Theta$ and $Y=\cos\Theta$. I know that $X$ and $Y$ are uncorrelated but not independent. I want to ...
Marco's user avatar
  • 83
-2 votes
2 answers
1k views

Uniform Density Function

As we know the uniform probability density function is f(x)=1/(b-a) if i find the density function and area of this uniform distribution between (0, 1/2) then it would be f(x)=1/(1/2-0) f(x)=2 ...
user172500's user avatar
0 votes
1 answer
3k views

Mean and Variance of the Area of a Circle with Uniform Radius

A circle with a random radius R∼Unif(0,1) is generated. Let A be its area.(a) Find the mean and variance of A, without first finding the CDF or PDF of A.(b) Find the CDF and PDF of A. So, quite ...
Sophie B.'s user avatar
2 votes
1 answer
354 views

How to compute the CDF of this random variable?

I'm working on a game theory model of incomplete information, where players observe certain attributes via noisy signals. Specifically, one player has the opportunity to choose any value $\eta$ from ...
sundance's user avatar
4 votes
2 answers
373 views

What is the density of the $m$'th element of a sorted vector of $n$ uniformly distributed random variables

$X_1, X_2, ..., X_n$ are independent and uniformly distributed on $[0, 1]$. Sorting them yields a vector, whose first and last element have densities that are just the derivatives of products of CDFs. ...
Coolwater's user avatar
  • 347
49 votes
5 answers
42k views

Why is the CDF of a sample uniformly distributed

I read here that given a sample $ X_1,X_2,...,X_n $ from a continuous distribution with cdf $ F_X $, the sample corresponding to $ U_i = F_X(X_i) $ follows a standard uniform distribution. I have ...
Maxime Tremblay's user avatar
13 votes
1 answer
3k views

Can we make the Irwin-Hall distribution more general?

I need to find a symmetric low-kurtosis distribution class, which includes the uniform, the triangular and the normal Gaussian distribution. The Irwin-Hall distribution (sum of standard uniform) ...
user32038's user avatar
  • 445