Formalization of the Standard Uniform Random Variable in HOL

Continuous random variables are widely used to mathematically describe random phenomenon in engineering and physical sciences. In this paper, we present a higher-order logic formalization of the Standard Uniform random variable. We show the correctness of this specification by proving the corresponding probability distribution properties within the HOL theorem prover and the proof steps have been summarized. This formalized Standard Uniform random variable can be transformed to formalize other continuous random variables, such as Uniform, Exponential, Normal, etc., by using various Non-uniform random number generation techniques. The formalization of these continuous random variables will enable us to perform error free probabilistic analysis of systems within the framework of a higher-order-logic theorem prover. For illustration purposes, we present the formalization of the Continuous Uniform random variable based on our Standard Uniform random variable and then utilize it to perform a simple probabilistic analysis of roundoff error in HOL.