Difference between revisions of "Variance of uniform distribution"

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Revision as of 21:49, 14 April 2015

Proposition: Let $X$ have the uniform distribution on $[a,b] \cap \mathbb{T}$. Then, $$\mathbb{V}ar_{\mathbb{T}}(X)=2\dfrac{h_3(\sigma(b),0)-h_3(a,0)}{\sigma(b)-a}-\left( \dfrac{h_2(\sigma(b),a)}{\sigma(b)-a}+a \right)^2.$$

Proof: