|
Parameters |
Lower (\(a\)) and upper (\(b\)) bounds |
|
Kernel |
1 |
|
Support |
\([a,b]\) |
|
Mean |
\(\dfrac{a+b}{2}\) |
|
Variance |
\(\dfrac{\left( b-a\right) ^{2}}{12}\) |
|
Main Uses |
Priors and approximate posteriors for parameters that have a limited range. It also is used as a tool in doing almost all random number generation for all distributions. |
|
Density Function |
trivial |
|
Moment Matching |
%UniformParms(mean,sd)(external function) returns the 2-vector of parameters \((a,b)\) for a uniform with the given mean and standard deviation |
|
Random Draws |
%UNIFORM(a,b) draws one or more (depending upon the target) independent \(U(a,b)\). |
|
Notes |
\(U(0,1)\) is a special case of the beta distribution (beta parameters are 1 and 1) |
Copyright © 2025 Thomas A. Doan