Before you uninstall Splunk, you should stop it. You should also disable the automatic start at boot time (if you previously set it).
Note that the $SPLUNK_HOME variable refers to the directory where you installed Splunk.
$SPLUNK_HOME/bin/splunk stop # The following command must be run as root $SPLUNK_HOME/bin/splunk disable boot-start # Now you can remove the Splunk installation rm -rf $SPLUNK_HOME
If you created any indexes and did not use the Splunk default path, you will need to delete those directories as well.
If you created any user or group for running Splunk, you may also want to delete them.
These instructions should work for any Linux/Unix installation - assuming that you did not use a package install.
The short version is: just delete it.
However, the above sequence is safest since you probably want to stop it also, and it's a good idea to ensure any init scripts that got installed are now removed.