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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. 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
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(nx − k) denotes the sign function:
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 √ 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).