Pomax/BezierInfo-2

Mention Bezier cumulative probability distriutions

ptroy1 opened this issue · 0 comments

Hi

In your book, you might wish to mention the use of Bezier curves to empirically model arbitrarily complication cumulative probability distributions. They have several advantages (particularly for univariate distriutions):

  • The derivatives can be used (to easily) calculate probaility density function approximations

  • Fixed end points relating to a cumulative probability of 0 and a cumulative probability of 1.0

  • They make no assumptions about matching other (arbitrary) probability distributions

An article about them can be found at https://informs-sim.org/wsc93papers/1993_0052.pdf

Phil Troy