The following analysis serves to demonstrate the implementation and simulation of a flexible and simple piecewise linear cumulative distribution function (cdf) using R.
The following analysis serves to demonstrate the implementation and simulation of a flexible and simple piecewise linear cumulative distribution function (cdf) using R.
The paper illustrates a diverse spectrum of prescribed piecewise linear cumulative distribution functions, their resultant simulated probability density functions and important moments (mean, median, variance, skewness and kurtosis).
Johann Markus Schauerhuber
During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling.
Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities.
Email: jm_schauerhuber@gmx.at
R Simulation Flexible Piecewise Linear Cumulative Distribution Function