dist_empirical

dist_empirical(
    x,
    p,
    p_transform='NormalZ',
    p_descending=False,
    extrapolation='none',
)

Empirical distribution.

A distribution defined by paired value/probability points, interpolated between. Mirrors the C# EmpiricalDistribution composite.

Parameters

Name	Type	Description	Default
x	array-like of float	Values.	required
p	array-like of float	Associated probabilities, the same length as `x`.	required
p_transform	('NormalZ', 'None')	How `p` is interpolated between: `"NormalZ"` transforms through the standard-normal quantile; `"None"` interpolates `p` directly.	`"NormalZ"`
p_descending	bool	Whether `p` decreases as `x` increases (a survival-function encoding); `False` is the ordinary ascending-CDF case.	`False`
extrapolation	('none', 'below', 'above', 'both')	Sides on which to extend the boundary segments.	`"none"`

Name	Type	Description
	Distribution	Family `"Empirical"`, accepted by every method every other :class:`Distribution` accepts.

>>> d = dist_empirical(x=[1, 2, 3], p=[0.1, 0.5, 0.9])
>>> d.quantile(0.5)
2.0