Distributions

[salvomic]

...the most simple (apparently):

Uniform distribution

Code:


EXPORT uniformd(a,b,n)
// Uniform, distribution [a-b], n var
BEGIN
local f:= piecewise(n>=a AND n<=b, 1/(b-a), 0);
return f;

END;

EXPORT uniformd_cdf(a,b,n)
BEGIN
local f:= piecewise(n<a, 0, n≥b, 1, (n-a)/(b-a));
return f;
END;