Uniform Distribution

Definition

A continuous distribution that assumes equal probability across all values. I think this is the first probability distribution that is taught to undergraduates because it’s pretty simple

Properties

• Mean: $\frac{a+b}{2}$
• Variance: $\frac{(b-a{)}^2}{12}$

Usage

• Can be used for a very weak Prior in Bayesian analysis. Though be careful it can be an illusion of being uninformative!

Code

R