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Questions tagged [uniform]

The uniform distribution describes a random variable that is equally likely to take any value in its sample space.

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How Can I know if the Data I have is uniformaly disturbuted?

I was doing some data collection I face a same like this problem that I will use the following example to explain it : Let assume I have 10 Machines each one started after Given time from start of ...
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What is the probability that you can form a triangle with these three line segments?

Two numbers are randomly selected between $(0,1)$, uniformly and independently distributed. What is the probability that the three resulting line segments, which are obtained by cutting the interval ...
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Asymtotic distribution of the MLE of a Uniform

A property of the Maximum Likelihood Estimator is, that it asymptotically follows a normal distribution if the solution is unique. In case of a continuous Uniform distribution the Maximum Likelihood ...
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Sum of two continuous random variables

Let R1 and R2 be two independent random variables, both with uniform density at the interval (0,2). What is the probability of R1>1 given that R1 +R2<2? -- What I've tried: I know that $$ P(R1&...
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Why is the mean of the natural log of a uniform distribution (between 0 and 1) different from the natural log of 0.5?

For a uniformly distributed variable between 0 and 1 generated using rand(1,10000) this returns 10,000 random numbers between 0 and 1. If you take the mean, it ...
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Example: Writing the joint PDF $f(x, y)$ as the product of a marginal and a conditional probability function

I am presented with the following notes on Bivariate distribtions: If we can write the joint probability density function $f(x, y)$ of a pair of random variables $(X, Y)$ as the product of a ...
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Posterior Predictive Distribution for Uniform Likelihood and Pareto Prior

I'm trying to find the posterior predictive distribution for data $X_i, \dots X_n$ from a a $Uniform [0, \theta]$ distribution. The prior distribution for $\theta$ is a $Pareto[\alpha, \beta]$ ...
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Maximum likelihood estimator in Uniform distribution [closed]

For Random sample with uniform distribution in Tetha< x< Tetha +1 What's the maximum likelihood function how can we maximize it?
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Estimating parameters for the product of a lognormal random variable and a uniform r.v

Suppose I have a random variable which I suspect is the product of a lognormally distributed random variable $X$ and an independent uniformly distributed variable $U(0, 1)$. (The variables are the ...
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Finding probability of $U$ independent of joint pmf $f_(X,Y)(x,y)$ - meaning?

Given two random variables, $X$ and $Y$, with a joint pmf: $f_{(X,Y)}(x,y) =$ \begin{array}{ll} 0.3 ,\text{if} \space (x,y) = (3,0) \space \text{or} \space (0,6) \\ 0.2, \text{if} \space (...
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A data-independant transformation to discretize a range of values non-uniformly

I am sure this is trivial, but I am looking for a transformation that nonuniformly discretizes all values of a range into several bins. The bins should be variant and I'd like them to be smaller ...
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Uniform distribution and ordered statistics

Let $X_1,....,X_{n-1}$ be $(n-1)$ random variables following a Uniform distribution. If we note $X_{(1)},..,X_{(n-1)}$ the associated ordered statistics, I would like to prove that : $$U_i=X_{(i+1)}-...
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Pdf of log of ratio of uniform random variables

Suppose $U$ and $V$ are iid $U(0,1)$. I am trying to find the pdf of $W=log(U/(1-V))$. My approach is to suppose $Z = U$ and find the joint density of $(W,Z)$ and get the marginal of $W$. The pdf of $...
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What does add Gauss Random Noise mean?

I'm reading a article about LSSVM and in numerical part they created an artificial example and it says: The two features of samples are uniformly distrubuted in $[0,1)$ and $(1,2]$ with 50% of Gauss ...
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Uniform Prior on Normal Mean with Known Variance Implies Truncated Normal Posterior?

Let's say I have a uniform prior $\mu \sim \mathcal{U}(a,b)$, a normal likelihood $y|\mu \sim \mathcal{N}(\mu,\sigma^2)$ with known variance $\sigma^2$, and one observation $y$. Is then the posterior $...
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How to generate a uniform random variable from [1,7] if given a uniform[1,5] RV generator? [duplicate]

I saw this as a question on glassdoor and I've seen similar questions elsewhere. Can someone explain the intuition of how to solve a problem like this? There are two scenarios The uniform RVs in ...
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Null model of a random network formula derivation

This paper generates backbones in a network using a null model. The paper mentions https://arxiv.org/pdf/0904.2389.pdf "The null model that we use to define anomalous fluctuations provides the ...
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Claims and questions regarding $n$-ball distribution?

CONTEXT In my research, I am utilizing an $n$-sphere distributions along with two related distributions. I'd like to make certain I have a firm handle on the way to describe my three distributions. I ...
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Spearman $\rho$ as a function of Pearson $r$

It is common to talk about the linear correlation, Pearson's $r$, between two random variables $\{(x_1,y_1),(x_2,y_2),\ldots,(x_n,y_n)\}$ as having two components: a) the copula and b) the marginal ...
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Calculating the sum of dependent uniform random variables

My question derives from Problem calculating joint and marginal distribution of two uniform distributions. So, suppose we have random variables $X_1$ distributed as $U[0,1]$ and $X_2$ distributed as ...
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Reference books on uniform spherical distributions in multiple dimensions [duplicate]

QUESTION What is a citation of a book whose scope includes the uniform distribution [1] that is generalized to an $n$-ball [2]? Among other things, I'd like to read a book that include such ...
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What is the probabilty that X > 2 conditioning on Y = 2? (Homework)

another homework question here. Let 𝑌 be a binomial random variable with 10 number of trials and 0.2 probability of success. Let X be a uniformly distributed random variable over the interval [0, 3]. ...
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Are differences between uniformly distributed numbers uniformly distributed?

We roll a 6-sided die a large number of times. Calculating the difference (absolute value) between a roll and its preceding roll, are the differences expected to be uniformly distributed? To ...
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How many classmates does a freshman have?

The freshmen at East China Normal University has just received their student ID. Let the last three digits of a student ID be ABC, then A is the class he is in, whereas BC is his number in the class. ...
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What is the difference of $\Sigma$ esimation of Gaussian Copula based on known CDFs VS unknowns

Recently, I read this web page which explains the Copula package in R. A question occurred to me. Consider a data set $D_{n\times d}$ which $n$ is the number of samples and $d$ is the number of RVs. ...
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Expected min distance between N Uniform RVs

Inspired by this recent question, what is the expected value of the minimum of the pairwise distances between $N$ uniform and independent RVs (uniform in $[0,1]$)? i.e. Let $X_1,...,X_N$ these RVs, ...
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What's the distribution of the closest point from uniform samples?

Suppose you have $N$ values $x_1, \ldots, x_N$ that are uniformly sampled in $[0; 1]$. For a random $x_k$ amongst the $(x_i)_i$ (with equiprobability), what is the expected value of the distance ...
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Are these equivalent (for p-values): super-uniform, stochastically larger than / dominating the uniform, conservative?

In the literature and online, I have found three different wordings that I think refer to the same concept: stochastically larger than uniform (which I take is ...
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Does the sum of discrete uniforms coverge to a discrete Gaussian?

Is there some analogous of the Central limit theorem for discrete uniforms and discrete normal distributions? To be more specific, let's say we have identical and independent random random variables $...
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Sufficient Statistic of Uniform $(-\theta,0)$

Let $X_1, ... , X_n$ be i.i.d random variables Uniform $(-\theta,0)$ , with $\theta > 0$ parameter \begin{align}f_{\theta}(x_1,x_2,\cdots,x_n)&=\prod_{i=1}^nf(x_i;\theta) \\&=\frac{1}{(\...
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Failed to get Uniform distribution from Gamma distribution

I read in Chapter 6 in this book that $p(K)\propto 1$ is equivalent to $e^{-K}\sim Gamma(0,0)I(0,1)$ where $K$>0 and is uniform distribution, e.g., $K \sim Uniform(0,100)$; $I(a,b)$ is the ...
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Transforming a uniform random variate to points on a circle

Sample $U \sim \text{Uniform}(0,\sqrt{2}-1)$. Accept $U$ with probability $1/(1+U^2)$ (else reject and sample again). Set $X = 2U/(1+U^2)$ and $Y = 1-UX = (1-U^2)/(1+U^2)$. With probability 1/2, ...
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The joint distribution of two different sums of the same independent uniform random variables

Given $k$ independent, uniform random variables $X_i \sim U(-a,a)$, $i=0,\dots k$, and two sets of coefficients $\{\alpha_i\}$ and $\{ \beta_i\}$, let $U = \sum_{i=1}^k \alpha_i X_i$ and $V = \sum_{i=...
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1answer
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How can I generate 2 sets of variables from different distributions with a correlation between them in r? [duplicate]

I am working in R and would like to generate 40 numbers from $\mathrm{N}(0,1)$ and another 40 from $\mathrm{Uniform}(0,2)$ with a negative correlation (for example: $r = -0.45$) between them. The ...
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Using an Autoencoder with uniformly distributed data

Setup: Dataset: 40k uniformly distributed 13-dim samples (floats between 0 and 1) AutoEncoder: (input: 13dim) - fc layer 13 dim, relu - latent layer - fc layer 13 dim, relu - (output: 13dim) Loss: ...
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Limiting Distribution of $n\left[Y_n\right]$ where $Y_n$ is the minimum of a sample of size n from Uniform$\left(0,\theta\right)$ distribution

Suppose $X_1,X_2,\dots,X_n$ is a random sample from Uniform$(0,\theta)$ for some unknown $\theta > 0$. Let $Y_n$ be the minimum of $X_1,X_2,\dots,X_n$. (a) Suppose $F_n$ is the CDF of $nY_n$. Show ...
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Finding bias of $\hat\theta=\max\{x_1,\ldots,x_k\}$ where $x_i$'s are discrete uniform

I am working through some textbook problems and came across a problem I am having difficulty with. The problem asks to give the bias of a point estimate, namely for a given set of data $X = \{x_1, x_2,...
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Hypothesis testing of sum of uniform distribution

I want to have some clarifications related to below question from Casella Berger Regarding $\phi_1(X_1),$ I understand that $\alpha$-value is 0.05 and hence we are looking for a value of $C$ for ...
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Prove that $X_{(n)} - X_{(1)}$ is an ancillary statistics

Let $X_{1},X_{2},\ldots,X_{n}$ be an independent and equally distributed random sample whose distribution is uniform on the interval $(\theta,\theta+1)$, $-\infty<\theta<+\infty$. Then consider ...
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Estimating parameters of multivariate regression using the maximum likelihood method with a uniform distribution of residuals?

Representation of regression in a matrix form: $$Y = XA + E,$$ where: $X$ - independent variables, $Y$ - dependent variables (observations), $E$ - errors, which have a uniform distribution, $A$ - ...
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How to check if a distribution is different from uniform distribution using the values only?

I have a discrete empirical distribution, where the values D1 = {1,2,3,7,9,15,16,17,18,19,20} occurs with some different frequencies. The frequencies are not of interest to me. I am interested in how ...
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The joint pdf of sample maximum and sample mean for uniform distribution?

Assume $$\{X_i\}\stackrel{\mathrm{i.i.d.}}{\sim} \mathcal{Uniform}(0,1)$$ Find the joint p.d.f. of $$X_{(n)} \hat= \max \{X_1,X_2,\ldots,X_5\}\quad\text{ and }\quad \bar X\hat=\sum^n_{i=1}{X_i}$$ ...
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Draw integers independently & uniformly at random from 1 to $N$ using fair d6?

I wish to draw integers from 1 to some specific $N$ by rolling some number of fair six-sided dice (d6). A good answer will explain why its method produces uniform and independent integers. As an ...
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1answer
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What is the distribution of the number of occurrences of a given integer, in repeated samples drawn from Uniform Integer [1, N] distribution?

If I draw M repeated samples from Uniform Integer Distribution on [1,N], what will be the distribution of the number of times a given integer chosen among the integers 1,2,...,N appears in my M ...
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382 views

Test of uniform distribution using KS-test and chi square in R

I want to test if a given sample $x$ of $n = 500$ continuous observations is uniformly distributed on a given interval of $[a,b]$ ($a = min(x)$ and $b = max(x)$). Therefore I would like to compare the ...
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1answer
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Generating three random numbers from normal distribution using 3 independent uniform numbers

Each of the variables A,B,C follows a normal distribution with E(A)=E(B)=E(C)=1,V(A)=1,V(B)=2,V(C)=4. Correlation between A-B=0.2,B-C=0,AC=0.8. We are given three independent uniform (on[0,1]) random ...
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UMVUE of $\cos\theta$ when $X_i\sim U(0,\theta)$

$X\sim U(0,\theta)$. To find the umvue of $\cos\theta$ is it enough to find the umvue of theta and substitute for it. Umvue of $\theta$ being $(n+1)X_{(n)}/n$, is the answer $\cos (n+1)X_{(n)}/n$?
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What is the posterior distribution of a Bernoulli prior that gets updated with a continuous uniform signal?

I'm trying to figure out what the distribution of the posterior is after I update a Bernoulli prior with a continuous uniform signal, say: P(D=G|u)=x where D{G,I} and u is uniformly distributed on ...
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Unclear “mathematical notation” in a polynomial

Although, the Enigma here is a protocol for enhancing the privacy in blockchain; however, the question is about mathematical notation, where we want to calculate the coefficients in a polynomial. ...
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1answer
131 views

Prove the maximum order statistic $X_{(n)}$ is a minimal sufficient statistic for the uniform$(0,\theta)$ family using a particular theorem

I'm doing Exercise 6.26 in Casella and Berger's Statistical Inference, and I'm trying to prove the following: "Use Theorem 6.6.5 to establish that, given a sample $X_1,...,X_n$, the maximum order ...