Bates distribution

Bates
Probability density function
Cumulative distribution function
Parameters
integer
Support
PDF see below
Mean
Variance
Skewness 0
Excess kurtosis
CF

In probability and business statistics, the Bates distribution, named after Grace Bates, is a probability distribution of the mean of a number of statistically independent uniformly distributed random variables on the unit interval.[1] This distribution is related to the uniform, the triangular, and the normal Gaussian distribution, and has applications in broadcast engineering for signal enhancement.

The Bates distribution is sometimes confused[2] with the Irwin–Hall distribution, which is the distribution of the sum (not the mean) of n independent random variables uniformly distributed from 0 to 1. If X has a Bates distribution on the unit interval, then n X has an Irwin-Hall distribution; when n = 1 they are both uniformly distributed.

  1. ^ Jonhson, N. L.; Kotz, S.; Balakrishnan (1995) Continuous Univariate Distributions, Volume 2, 2nd Edition, Wiley ISBN 0-471-58494-0(Section 26.9)
  2. ^ "The thing named "Irwin-Hall distribution" in d3.random is actually a Bates distribution · Issue #1647 · d3/d3". GitHub. Archived from the original on December 12, 2020. Retrieved 2018-04-17.