Compound Distributions?
- From: Carsten Steinhoff <carsten.steinhoff@xxxxxxxxxxxxxxxxxxxxxx>
- Date: Thu, 23 Jun 2005 02:04:15 +0200
Hello,
I want to fit some distributions on a dataset. My tests up to now resulted in something like:
Distribution A fits very well from 0 to K Distribution B fits very well above K
In a second step I have to draw random numbers from the chosen distribution (drawing uniform distr. rn and put them into the F^-1).
Now the Problem is ... : I want to put distr A and B together.
Its not sure that K is identical to the point of intersection! So it might be that the combination of A and B is not stetic in K.
So how to draw my random numbers??? If I put e.g a 0.88 into the "common" inverse in some cases not necessarily a value results - in other cases there could result two (depending whether the intersection is left or right from K).
I think there should be something to google about, but when I search for "compound distributions" I find what I would call "mixing" (e.g. F = F_A + F_B)
Who can help?
Thanks a lot!!! .
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