Continuous

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 .