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Piecewise Linear Distribution


The piecewise linear distribution creates a nonparametric representation of the cumulative distribution function (cdf) by linearly connecting the known cdf values from the sample data.


The piecewise linear distribution uses the following parameters.

xVector of x values at which the cdf changes slope
FxVector of cdf values that correspond to each value in x

Cumulative Distribution Function

The piecewise linear distribution constructs a continuous cumulative distribution function (cdf) by connecting the empirical cdf values such that the cdf increases linearly between x(j) and x(j + 1).

Relationship to Other Distributions

The piecewise linear distribution is a continuous version of the discrete empirical cumulative distribution function (ecdf).

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