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Cumulative distribution of a uniform on an interval

Question

Let XX be uniformly distributed on the interval [a,b][a,b] with a<ba<b. Write down its cumulative distribution function F(x)=P(X≤x)F(x)=\mathbb{P}(X\le x) for every real xx.

Short answer

F(x)=0F(x)=0 for x<ax<a, x−ab−a\tfrac{x-a}{b-a} for a≤x≤ba\le x\le b, and 11 for x>bx>b. The density is the constant 1b−a\tfrac1{b-a} on [a,b][a,b], so the CDF rises linearly across the interval.

Adapted from Joshi, Denson & Downes, Quant Job Interview Questions and Answers, Q3.28, p.83; question and answer rewritten by SelfMadeQuant.com.

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