Piecewise Probability Distribution Theory

Abstract: A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the median and mode formulas and algorithms for a general one-dimensional piecewise linear probability distribution are obtained. They are also applied to a general polygonal, or one-dimensional piecewise linear continuous, probability distribution and, in particular, to a tetragonal probability distribution. The known formulas for the last distribution and a triangular probability distribution as a further particular case are used to test the obtained formulas and algorithms.