ProbDist - Custom continuous distribution using density points

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 an index is common, which should be specified as the third parameter. Sometimes an 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

• CumDist
• ProbTable
• ChanceDist -- the discrete distribution analog.