Definition · applies to random variables

High school

Consider a random experiment with outcomes in an interval $[a, b]$ (or in a finite set). The outcome has a uniform distribution if all outcomes are equally likely: for an interval, the probability of landing in a subinterval is proportional to its length,

\[P(c \leq X \leq d) = \frac{d - c}{b - a} \quad \text{for } a \leq c \leq d \leq b.\]

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