In a wide variety of engineering applications based on probability distribution models, the adequate choice of these models is critical. This paper introduces a piecewise multilinear (PML) function model for probability densities. The model complexity can be tuned to the application at hand. Deriving the PML model from a given pdf as well as generating random samples satisfying this pdf, appear to be easy.
Original languageEnglish
Title of host publicationAbstract book of the 22nd national conference of the Belgian Operations Research Society - ORBEL 22
Pages32-33
Number of pages2
Publication statusPublished - Jan 2008

Publication series

NameAbstract book of the 22nd national conference of the Belgian Operations Research Society - ORBEL 22

    Research areas

  • probability density function, random number generation, stochastic simulation

ID: 1784710