Added triangular and non uniform distribution #304
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Thanks for the PR! I'm curious about the formulation and just want to check a few things before we merge this. |
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Feel free to ask my any questions if you have any concerns/confusion. |
gpampara
requested changes
Dec 29, 2019
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Whilst nothing is wrong with the implementation, it is a bit too specialised.
We really need to be catering for the general case, in which the triangular distribution would need 3 input parameters: a <= c <= b.
Additionally, a reference or two would be a good addition for future reference.
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I've added the triangular and non uniform distribution.
For each distribution I mapped a standard uniform distribution value to the given distribution by putting the value through the percent point function.
in the case of the non uniform linearly decreasing value I assumed the value would intercept the lower bound at 2/(upperBound - LowerBound). From there a gradient is worked out such that the percent point function at the upper bound would be equal to 1.