[SciPy-user] piecewise continuous distribution

Brennan Williams brennan.williams@visualreservoir....
Mon Jul 20 22:26:13 CDT 2009


I have a user-specified  piecewise continuous distribution defined by 
pairs of (value, cumulative probability).

For example...

Value ,    Cumulative Probability
---------------------------
1.0, 0.0
1.5, 0.2
2.3, 0.4
3.5, 0.6
5.2, 0.8
8.5, 1.0

So no values below 1.0, none above 8.5.
Between adjacent specified values the generated values will be uniformly 
distributed,
i.e. the cumulative probability graph is made up of straight lines 
between adjacent points/values.

The generated values are created by a piece of TCL code.

What I need to do is assign a pdf probability value to each generated value.

How would I do this? What is the best way to do it in scipy.stats?

BTW I'm new to the stats capabilities of scipy. My app also supports 
normal, log normal and triangular distributions
and I think I've worked out how to use scipy.stats.norm, .lognorm and 
...triang

Thanks

Brennan




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