CumDist - Custom continuous distribution using cumulative probabilities

Revision as of 16:40, 29 March 2007 by Lchrisman (talk | contribs)


CumDist(P,R : Array[I] ; I : Index)

The CumDist function represents a distribution having a CDF passing through the indicated points (as given by P and R), and using a monotonic cubic interpolation the the CDF between those points. The monotonic cubic interpolation creates a smooth CDF, so that the PDF is also continuous.

The user guide contains an error. It states that CumDist uses linear interpolation on the CDF. This is not correct, and doing so would result in a discontinuous PDF. [EW 4992]

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