A perfectly fair spinner
Imagine spinning a pointer that can land at any angle between 0 and 360 degrees. No region is favored over another. What's the probability it lands between 90° and 180°?
This "equally likely over an interval" idea is the Uniform distribution — the simplest continuous distribution.
Definition
A random variable is uniformly distributed on if its PDF is: and otherwise. We write .
The PDF is a flat rectangle. Every subinterval of the same length gets the same probability.
For any subinterval :
Adjust the distribution endpoints and the query interval. The probability is just the ratio of the shaded width to the total width.
The CDF
Integrating the flat PDF gives a straight line:
This makes the Uniform distribution the easiest to work with: the CDF is just linear interpolation.
Expectation and variance
If :
The expected value is the midpoint — no surprise for a symmetric distribution.
The variance depends on the square of the interval width. Wider interval → more spread → higher variance.
Universality of the uniform
The Uniform distribution plays a special role in probability:
If and is any CDF, then has CDF . This inverse transform means a single Uniform random number can simulate any distribution.
This is how computers generate random variables: start with Uniform draws, transform them.
Example: generating Exponential from Uniform
If , then follows an Exponential distribution with rate .
Watch the inverse transform in action — draw uniform samples and see them transform into any target distribution:
Where the uniform appears
| Scenario | Model |
|---|---|
| Random point on a line segment | Unif(0, L) |
| Round-off error | Unif(−0.5, 0.5) |
| Random number generators | Unif(0, 1) |
| Arrival time within a fixed interval | Unif(a, b) |
Simulate random arrivals at a bus stop to see the Uniform waiting time distribution emerge:
Summary
| Property | Formula |
|---|---|
| on | |
| CDF | |
| Expectation | |
| Variance | |
| Key property | Flat density = equal probability per unit length |
The Uniform distribution is the continuous version of "equally likely." Through the inverse transform, it can generate any other distribution.
What's next
From the flattest possible distribution to the most famous one in all of statistics — the Normal (Gaussian) distribution and its bell-shaped curve.