PWCEmpirical
Represents a piece-wise continuous empirical random variable specified via intervals defined by breakpoints and probabilities associated with each interval. A piecewise linear approximation forms the basis for the CDF where the breakpoints form the linear segments. There must be at least 1 interval (and two breakpoints).
Parameters
The break points defining the intervals such that pj is associated with breakpoints bj and bj+1 for j = 0, 1,..., n-1, where n is the number of break points. The number of breakpoints should be 1 more than the number of proportions. The breakpoints must be strictly increasing and finite.
A double array holding the proportion associated with the intervals defined by the breakpoints. All proportions must be strictly greater than 0 and strictly less than 1. If not supplied, the default is intervals with equal probability. That is, with a proportion equal to (1.0/(n - 1.0)).
the random number stream number, defaults to 0, which means the next stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
an optional name
Constructors
Note the requirements for breakpoints and proportions.