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Uniform split of a random total
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Area of mathematics
Probability and statistics
Probability theory
Probability distribution
Continuous probability distribution
Uniform distribution
Created
2026-09-24
Updated
2026-09-24
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Let
X
≥
0
have
density
g
, let
U
be independent and uniform on
[
0
,
1
]
, and
set
Y
=
X
U
,
Z
=
X
(
1
−
U
)
.
(1)
Then
f
Y
,
Z
(
y
,
z
)
=
y
+
z
g
(
y
+
z
)
1
{
y
,
z
≥
0
}
,
f
Y
(
y
)
=
f
Z
(
y
)
=
∫
y
∞
t
g
(
t
)
d
t
.
(2)
Table of contents
Exponential characterization by a uniform random split
Uniform split of a random total
Exponential characterization by a uniform random split
0
0
0
Uniform split of a random total
Write
h
(
y
)
=
∫
y
∞
g
(
t
)
/
t
d
t
. The two pieces in
a
uniform split are independent exactly when
−
h
′
(
y
+
z
)
=
h
(
y
)
h
(
z
)
.
(1)
Setting
z
=
0
shows that
h
(
y
)
=
c
e
−
cy
for some
c
>
0
. Thus the pieces are independent exactly when they are independent exponential variables of the same rate; equivalently, the total has
gamma
density
c
2
x
e
−
c
x
.
Ancestors
(8)
Uniform distribution
Continuous probability distribution
Probability distribution
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Incoming links
(1)
Past exam of the mathematics course of the University of Cambridge
/
2025
/
ii
/
Paper 4
/
26H
/
b
/
Solution
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