How to show a random variable is not an uniform variable?
In particular, please show that:
X1 is uniform in [0, 1], X2 is uniform in [1, 2], but X1+ X2 is not uniform variable.
If a random variable has an equal probability for taking any value of its sample space then such a random variable is called uniform random variable
To show that a random variable is not a uniform random variable just show that all the elements in its sample don't occur with equal probability
let
Given
Y can take values between 1 and 3
For Y to take value 1, there is only one possibility when
Similarly for Y to take value 3, there is only one possibility when
But for the rest of the values there are more than one possibilities
We can observe that all values of Y are not equally likely to occur
Therefore we can conclude that does not follow a uniform distribution
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