Warp Dist

Warp_dist(dist, fracts, F)

Applies a smooth warping function to a given sample so as to obtain the listed fractiles, while maintaining the approximate shape of the distribution. For example, if you have p10, p50 and p90 percentiles and you want a "Normal-like" distribution, you could use:

Index F := [10%, 50%, 90%];
Var pctiles := Array(F, [5, 10, 20]);
Warp_dist(Normal(0, 1), pctiles, F)

The resulting distribution will not be a Normal (you can't necessarily obtain a normal with any three fractiles, since Normal has only 2 free parameters), but it will be basically bell-shaped -- skewed a bit to the left to obtain the given fractiles.

Note that if you were to provide only two fractiles, Normality would be preserved in this example.


Distribution Variations library (Distribution Variations.ana)

Use FileAdd Library... to add this library

See Also


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