Uniform distribution

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This is the simplest distribution of a continuous random variable and has the following properties of the probability density function:

File:Hepa img1084.gif

File:Hepa img1085.gif

It has two parameters: one can take the mean (b+a)/2 and the width (b-a) or the boundaries a and b. The parameters are estimated by taking a sample Hepa img109.gif and forming the following estimators:

File:Hepa img1086.gif

Simple (but biased) estimators of a and b are, of course, File:Hepa img1087.gif and File:Hepa img1088.gif