Probability

Uniform Distribution

A distribution where every value in an interval is equally likely.

On [a, b]: density 1/(b-a), mean (a+b)/2, variance (b-a)^2 / 12.

That variance formula is worth memorising - the 12 appears constantly and candidates rarely have it ready.

The standard uniform on [0,1] is the base for simulation: by inverse transform sampling, applying the inverse CDF of any distribution to a uniform draw produces that distribution.

Common interview use. Break points on a stick, arrival times within an interval, and order statistics questions where the answer is k/(n+1) by symmetry.

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