Dist reshape

Dist_reshape(x,newdist)

Reshapes the probability distribution of uncertain quantity x so that it has the same marginal probability distribution (i.e, same set of sample values) as newdist, but retains the same ranks as x. Thus:

    Rank(Sample(x), Run) 
          = Rank(Sample(Reshape_dist(x, y)), Run)

In a Mid context, it simply returns the mid value of newdist, with any indexes of x.

The result retains any rank correlations that x may have with other predecessor variables. So, the rank-order correlation between a third variable z and x will be the same as the rank-order correlation between z and a reshaped version of x, i.e.

    RankCorrel(x, z) = RankCorrel(Reshape_Dist(x, y), z)

The operation may optionally be applied along an index other than Run.

Library

Multivariate Distributions.ana

See Also

• Correlate_With