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.
|Vector of x values at which the cdf changes slope
|Vector of cdf values that correspond to each value in
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
x(j + 1).
Relationship to Other Distributions
The piecewise linear distribution is a continuous version of the discrete empirical cumulative distribution function (ecdf).