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2007 Mar 15
0
Creating q and p functions from a self-defined distribut
...n 15-Mar-07 12:09:42, Eli Gurarie wrote:
> Hello all,
>
> I am fishing for some suggestions on efficient ways to make qdist and
> pdist type functions from an arbitrary distribution whose probability
> density function I've defined myself.
Ted Harding accurately said there is unliekly to be an efficient general answer.
However, if you want a dreadfully inefficient but very general answer, could you use a numerical integral to calculate the cumulative probabilities, and a root-finder to find quantiles from the integral function? (strictly, the quantile would be the root of {cum...