Distribution With a Linear Proxy of the Inverse CDF on Sulprobil https://www.sulprobil.de/tags/distribution-with-a-linear-proxy-of-the-inverse-cdf/ Recent content in Distribution With a Linear Proxy of the Inverse CDF on Sulprobil Hugo en Tue, 14 Jul 2026 16:11:00 +0100 sbRandPDF (VBA) https://www.sulprobil.de/sbrandpdf_en/ Tue, 14 Jul 2026 16:11:00 +0100 https://www.sulprobil.de/sbrandpdf_en/ <h2 id="abstract">Abstract</h2> <p>With an explicit form of a cumulative distribution function inverse you should use <a href="https://www.sulprobil.de/sbrandcdfinv_en/" title="sbRandCDFInv">sbRandCDFInv</a> but if there is no such one then you can apply a linear approximation with the probability distribution function sbRandPDF. Unfortunately the sbRandPDF approach is computationally quite expensive, even if you reduce the number of linear points in case of identical or almost identical slopes.</p> <p>A stratified sample:</p> <p><img src="https://www.sulprobil.de/Triang_stratified_sample.png" alt="Triang_stratified_sample"></p> <h2 id="appendix--sbrandpdf-code">Appendix – sbRandPDF Code</h2> <p>Please note that this function needs (calls) <a href="https://www.sulprobil.de/sbrandgeneral_en/" title="sbRandGeneral">sbRandGeneral</a>.</p>