Discrete

The Discrete Empirical option under the Data Driven option of a Numeric Source block requires the following input data, as shown in Figure B.3:

  • Data Name: The location of the SAS data set or JMP table that contains the data to be used to specify a discrete empirical distribution.

  • X : Name of the column in the data set that contains the set of $n$ possible discrete values $x_1, x_2, ..., x_ n$, ordered so that $x_1 < x_2 < ... < x_ n$.

  • Y : Name of the column in the data set that corresponds to the probability mass function values $p(x_ i)$ for each $x_ i: i=1,2,...,n$ so that $y_ i = p(x_ i)$; $\sum _{k=1}^{n} p(x_ k) =1$; and $0 \leq p(x_ i) \leq 1$ for $i=1,2,...,n$.

Figure B.3: Discrete Empirical Option for the Numeric Source Block