Custom Distribution

Formula:

The formula consists of a lookup table of single data points, continuous ranges, and discrete ranges. Each item in the table has a distinct probability relative to the other items. In addition, ranges might be positively or negatively sloped, giving values on one side or the other a higher probability of occurring.

Method: Sequential search of relative probabilities table.

Comments:

A Uniform variate is generated in the range (0, total relative probability). A sequential search of the relative probabilities table is then performed. The Inverse Transformation method is used whenever the uniform variate falls within a continuous or discrete range that is sloped in one direction or the other.