Difference between revisions of "ProbDist - Custom continuous distribution using density points"

Line 3: Line 3:
  
 
== ProbDist(p, r'', I'') ==
 
== ProbDist(p, r'', I'') ==
 
 
Specifies a customized continuous probability distribution as an array of relative probability densities, «p», at each of corresponding value in array «r».  The values of «r» must be increasing, and the densities in «p» must be non-negative.  The values in «p» are relative -- the function normalizes them so that the area under the distribution adds to 1.
 
Specifies a customized continuous probability distribution as an array of relative probability densities, «p», at each of corresponding value in array «r».  The values of «r» must be increasing, and the densities in «p» must be non-negative.  The values in «p» are relative -- the function normalizes them so that the area under the distribution adds to 1.
  
Line 13: Line 12:
  
 
== See Also ==
 
== See Also ==
 
 
* [[CumDist]]
 
* [[CumDist]]
 
* [[ProbTable]]
 
* [[ProbTable]]
 
* [[ChanceDist]] -- the discrete distribution analog.
 
* [[ChanceDist]] -- the discrete distribution analog.
 +
* [[Custom continuous distributions]]
 +
* [[Distribution Densities Library]]

Revision as of 23:17, 27 January 2016


ProbDist(p, r, I)

Specifies a customized continuous probability distribution as an array of relative probability densities, «p», at each of corresponding value in array «r». The values of «r» must be increasing, and the densities in «p» must be non-negative. The values in «p» are relative -- the function normalizes them so that the area under the distribution adds to 1.

Usually the first and last values in «p» are zero. If not, it extrapolates out for a distance equal to the spacing between the first two points (or last two points) before reaching zero.

The arrays «p» and «r» must have a common index, which should be specified as the third parameter. Sometimes an implicit index is used for «r» or «p», in which case the third parameter is optional.

It produces a density function using linear interpolation between the specified points on the density function.

See Also

Comments


You are not allowed to post comments.