The Empirical option under the Data Driven option of a Numeric Source block requires the following input data:
Data Name: The location of the SAS data set or JMP table that contains the data to be used to specify a continuous empirical distribution.
X : Name of the column in the data set that corresponds to the set of ordered values
.
C : Name of the column in the data set that corresponds to the cumulative probability values so that
for
;
for
; and
.
The probability density function is defined as
If , then the result is a mixed continuous-discrete distribution that returns
with probability
and with probability
a continuous random variate on
using linear interpolation. If a true continuous distribution on
is desired, then specify
.