Sum of two uniforms (dependent)

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In summary, we have that for a Uniform random variable X within the interval a-b and a constant c, the probability of P(X+Y<=z) is ( (z-c) /2 - a) / (b-a) if 2a+c\leq z\leq 2b+c and 1 or 0 otherwise.
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steveholy
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Thanks in advance for any feedback.

Homework Statement



X ~ U(a,b) ( X is a Uniform random variable within the interval a-b.)
Y= X+constant

Say, constant = c.

P(X+Y<= z) = ?

Homework Equations



P(X<=x) = (x- a) / (b-a) (The cumulative distribution of a Uniform R.V.)

The Attempt at a Solution



P(X+Y<=z) = P(X+X+c<=z) = P(X<= (z-c)/2) =( (z-c) /2 - a) / (b-a).

Y is dependent on X, that got me confused in being 100% sure that my solution above is correct.

Thanks.
 
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  • #2
Hi steveholy! :smile:

The general method looks ok. But:

steveholy said:
P(X<=x) = (x- a) / (b-a) (The cumulative distribution of a Uniform R.V.)

This is only true for [itex]x\in [a,b][/itex]. Hence

P(X<= (z-c)/2) =( (z-c) /2 - a) / (b-a).

this is only true for

[tex]a\leq \frac{z-c}{2}\leq b[/tex]

thus if

[tex]2a+c\leq z\leq 2b+c[/tex]

if z does not satisfy this, then you'll need to write that the probability is 1 or 0 (depending on the value of z).
 

FAQ: Sum of two uniforms (dependent)

What is the "Sum of two uniforms (dependent)"?

The "Sum of two uniforms (dependent)" is a statistical distribution that represents the sum of two independent uniform distributions. It is commonly used in probability and statistics to model the sum of two random variables.

What is the difference between "dependent" and "independent" variables?

Dependent variables are variables that are affected by other variables, while independent variables are not affected by other variables. In the context of the "Sum of two uniforms (dependent)", the two uniform distributions are dependent because the values of one distribution affect the values of the other distribution when they are added together.

How is the "Sum of two uniforms (dependent)" calculated?

The "Sum of two uniforms (dependent)" is calculated by adding the values of two independent uniform distributions. This can be done by first generating random values from each distribution and then adding them together, or by using mathematical formulas to calculate the distribution.

What are some real-world applications of the "Sum of two uniforms (dependent)"?

The "Sum of two uniforms (dependent)" is commonly used in finance and economics, such as in modeling stock prices and interest rates. It is also used in engineering to model the strength of materials and in biology to model genetic traits.

Can the "Sum of two uniforms (dependent)" be applied to more than two variables?

Yes, the concept of the "Sum of two uniforms (dependent)" can be extended to more than two variables. This is known as the "Sum of n uniforms (dependent)" and is commonly used in statistics to model the sum of multiple random variables.

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