SplicedDistribution

SplicedDistribution[{w1,w2,,wn},{c0,c1,,cn},{dist1,dist2,,distn}]

represents the distribution obtained by splicing the distributions dist1, dist2, truncated on the intervals {c0,c1}, {c1,c2}, with weights w1, w2, .

Details

Examples

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Basic Examples  (2)

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

Probability density function:

Find the mean and variance of a spliced distribution:

Compare with the values obtained by using a random sample:

Scope  (4)

Add symmetric exponential tails to normal distribution:

Distribution functions:

Since distribution is symmetric, all odd moments are 0:

Even moments:

Create a Student distribution with a heavier right tail:

Probability density function:

Generate a set of pseudorandom numbers that follow this distribution:

Compare the histogram of the sample to the PDF:

Generate a set of pseudorandom numbers following lognormal distribution with exponential tails:

Estimate the tail parameter:

Compare the histogram of the sample with the PDF:

Splicing QuantityDistribution with compatible units yields QuantityDistribution:

Plot the probability density function:

Applications  (1)

Create a spliced distribution, with normal distribution in the center and tails of a heavy-tail distribution:

Find spliced distribution with continuous PDF by adjusting the weights:

Equate limits at both points of possible discontinuity:

Substitute the solution:

Plot PDF of the spliced distribution:

Properties & Relations  (3)

A spliced distribution is related to ProbabilityDistribution and TruncatedDistribution:

Represent as a linear combination of truncated PDFs:

A spliced distribution is related to MixtureDistribution and TruncatedDistribution:

Represent as a mixture of truncated distributions:

SplicedDistribution with one distribution simplifies to TruncatedDistribution:

Wolfram Research (2012), SplicedDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/SplicedDistribution.html (updated 2016).

Text

Wolfram Research (2012), SplicedDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/SplicedDistribution.html (updated 2016).

BibTeX

@misc{reference.wolfram_2020_spliceddistribution, author="Wolfram Research", title="{SplicedDistribution}", year="2016", howpublished="\url{https://reference.wolfram.com/language/ref/SplicedDistribution.html}", note=[Accessed: 15-April-2021 ]}

BibLaTeX

@online{reference.wolfram_2020_spliceddistribution, organization={Wolfram Research}, title={SplicedDistribution}, year={2016}, url={https://reference.wolfram.com/language/ref/SplicedDistribution.html}, note=[Accessed: 15-April-2021 ]}

CMS

Wolfram Language. 2012. "SplicedDistribution." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2016. https://reference.wolfram.com/language/ref/SplicedDistribution.html.

APA

Wolfram Language. (2012). SplicedDistribution. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/SplicedDistribution.html