The Continuous Uniform Distribution

Ask a computer to "pick a random number between 0 and 1" and it reaches for exactly one distribution: the continuous uniform. It is the simplest continuous distribution there is — and the most democratic. Every value in a chosen interval [a, b] is equally likely; no stretch of the interval is favoured over any other of the same length. There is no peak, no tail, no lopsidedness — just a perfectly flat, level playing field from a to b.

Because it is so even-handed, it turns up wherever "we know the range but nothing more" is the honest description: the fractional part of a rounding error, the position of a bus somewhere along a timetable window, the raw output of a random-number generator. It is also the launch pad for every other random distribution a computer produces — feed uniform numbers through the right transformation and out come normal, exponential, or any shape you like.

Unlike the normal distribution, whose bell concentrates values near a centre, the uniform spreads its chances out perfectly flatly. We write

X \sim U(a, b)

to say X is uniform on the interval from a to b.

A flat density: how "equally likely" looks

For a continuous distribution we describe chance with a probability density f(x) — a curve whose area gives probability. "Every value equally likely" forces that curve to be constant across [a, b] and zero everywhere else:

f(x) = \begin{cases} \dfrac{1}{b - a}, & a \le x \le b, \\[4pt] 0, & \text{otherwise.} \end{cases}

Why the exact height \tfrac{1}{b-a}? Because the total area must be 1 — some value certainly occurs. The graph is just a rectangle of width (b - a) sitting on the interval, and a rectangle's area is width times height. To make that area equal 1, the height has to be exactly \tfrac{1}{b-a}. Widen the interval and the rectangle must get shorter; narrow it and the rectangle must grow taller — always keeping its area pinned at one.

Now the magic simplification. Since the height is constant, the probability of landing in some sub-interval [c, d] is just the area of a smaller rectangle — and that is simply what fraction of the whole interval it covers:

P(c \le X \le d) = \frac{d - c}{b - a}.

Probability becomes a matter of measuring length. Half the interval carries half the probability; a tenth of the interval carries a tenth. Nothing to integrate, nothing to look up — just "how big a slice is it?"

See it — and shade a probability

The top panel is the flat density; the shaded rectangle is P(c \le X \le d), and its area (printed above it) is exactly the fraction of the interval it covers. The bottom panel is the running total — the cumulative distribution F(x) = P(X \le x). Because chance accumulates at a constant rate, that graph is a perfectly straight line climbing from 0 at a to 1 at b. Slide a and b to reshape the interval, and c, d to move the shaded region.

The straight-line CDF has a tidy formula on the interval — it is just how far along you are, as a fraction:

F(x) = \frac{x - a}{b - a}, \qquad a \le x \le b

(with F(x) = 0 below a and F(x) = 1 above b). Its constant slope is the density \tfrac{1}{b-a} — a flat density and a straight-line CDF are two views of the same evenness.

Centre and spread

Where is the "average" of a flat distribution? By symmetry it can only be the midpoint. Balance the rectangle on a fingertip and it tips exactly halfway along:

\mu = \frac{a + b}{2}.

The spread is measured by the variance, and for the uniform it has a famous, clean form:

\sigma^2 = \frac{(b - a)^2}{12}.

Notice it depends only on the width (b - a), not on where the interval sits: sliding the whole rectangle left or right changes the mean but never the spread. The mysterious 12 is not a fudge — it drops straight out of integrating x^2 across the interval, and it makes the standard deviation about 0.29 of the interval's width.

Worked example 1 — a random number on [0, 10]

Let X \sim U(0, 10). The interval has width b - a = 10, so the density is a flat f(x) = \tfrac{1}{10} = 0.1 across the whole stretch.

A probability. What is P(3 \le X \le 7)? The sub-interval [3, 7] has length 4, so we take the fraction of the whole:

P(3 \le X \le 7) = \frac{7 - 3}{10 - 0} = \frac{4}{10} = 0.4.

No integral needed — the middle 40% of the interval carries 40% of the probability.

The mean. The midpoint of [0, 10] is \mu = \tfrac{0 + 10}{2} = 5.

The variance. Using \sigma^2 = \tfrac{(b-a)^2}{12},

\sigma^2 = \frac{(10 - 0)^2}{12} = \frac{100}{12} \approx 8.33,

so the standard deviation is \sigma = \sqrt{8.33} \approx 2.89 — right at that "0.29 \times the width" we predicted.

Worked example 2 — waiting for a bus

Buses on your route are so frequent that, from the moment you arrive at the stop, the next one is equally likely to come at any instant in the next 15 minutes. Let W be your waiting time, so W \sim U(0, 15). What is the chance you wait less than 5 minutes?

The lucky outcomes are the sub-interval [0, 5], of length 5, out of a total window of length 15. So it is simply the proportion:

P(W < 5) = \frac{5 - 0}{15 - 0} = \frac{5}{15} = \frac{1}{3}.

A one-in-three chance of a short wait — and by the same reasoning your expected wait is the midpoint, \tfrac{0 + 15}{2} = 7.5 minutes. Notice we wrote W < 5 with a strict "<", but W \le 5 would give the identical answer — see the Watch out! below for why.

Two traps catch people the moment they meet continuous distributions, and the uniform makes both crystal clear.

1. The height f(x) is not a probability. Take U(0, 0.5). Its density is f(x) = \tfrac{1}{0.5} = 2 — a "probability" of 2 would be nonsense! Densities are perfectly allowed to exceed 1 when the interval is narrower than one unit. That is fine, because f(x) is a rate, not a chance. Probability is the area under it, and the area here is still 2 \times 0.5 = 1, exactly as it must be.

2. Any single exact value has probability zero. P(X = 3) for a continuous variable is 0 — a single point is a rectangle of zero width, so zero area. This sounds alarming ("then nothing can happen?") but it just means all the probability lives in ranges, not points. A neat consequence: for a continuous variable, \le and < give the same answer, because the endpoints contribute nothing. P(3 \le X \le 7) and P(3 < X < 7) are equal. (For a discrete variable that is emphatically not true — there the endpoints carry real chunks of probability.)

Every time a program shuffles a playlist, deals a virtual card, or runs a simulation, it starts from one primitive: a stream of numbers uniform on [0, 1). Modern generators (like the Mersenne Twister) churn out bits that pass stringent tests for looking evenly spread and unpredictable, then scale them into that unit interval. Want a uniform number on [a, b] instead? Stretch and shift: a + (b - a)\,U.

The truly beautiful part is that this one flat distribution seeds all the others. There is a trick — the "inverse-CDF" method — where you take a uniform number, feed it backwards through another distribution's cumulative curve, and out pops a sample from that distribution. Because the uniform CDF is the plain straight line F(x) = x on [0,1], it is the perfect neutral raw material. The humble rectangle is, quietly, the engine room of all computer randomness — and the doorway to the exponential distribution of waiting times.