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In probability and 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 sometimes confused 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.

Probability density function
Cumulative distribution function
PDF see below
Skewness 0
Ex. kurtosis



The Bates distribution is the continuous probability distribution of the mean, X, of n independent uniformly distributed random variables on the unit interval, Ui:


The equation defining the probability density function of a Bates distribution random variable X is


for x in the interval (0,1), and zero elsewhere. Here sgn(nxk) denotes the sign function:


More generally, the mean of n independent uniformly distributed random variables on the interval [a,b]


would have the probability density function (PDF) of


Therefore, the PDF of the distribution is


Extensions to the Bates distributionEdit

Instead of dividing by n we can also use n to create a similar distribution with a constant variance (like unity). By subtracting the mean we can set the resulting mean to zero. This way the parameter n would become a purely shape-adjusting parameter, and we obtain a distribution which covers the uniform, the triangular and, in the limit, also the normal Gaussian distribution. By allowing also non-integer n a highly flexible distribution can be created (e.g. U(0,1) + 0.5U(0,1) gives a trapezodial distribution). Actually the Student-t distribution provides a natural extension of the normal Gaussian distribution for modeling of long tail data. And such generalized Bates distribution is doing so for short tail data (kurtosis < 3).

See alsoEdit


  1. ^ Jonhson, N. L.; Kotz, S.; Balakrishnan (1995) Continuous Univariate Distributions, Volume 2, 2nd Edition, Wiley ISBN 0-471-58494-0(Section 26.9)


  • Bates,G.E. (1955) "Joint distributions of time intervals for the occurrence of successive accidents in a generalized Polya urn scheme", Annals of Mathematical Statistics, 26, 705–720