SplicedDistribution

SplicedDistribution[{w1, w2, ..., wn}, {c0, c1, ..., cn}, {dist1, dist2, ..., distn}]
represents the distribution obtained by splicing the distributions , , ... truncated on the intervals , , ... with weights , , ... .

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Basic Examples (2)Basic Examples (2)

Define a spliced distribution with a normal body and a Pareto tail:

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Probability density function:

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Find the mean and variance of a spliced distribution:

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Compare with the values obtained by using a random sample:

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