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Operations Research Models and Methods
Computation Section
Subunit Discrete Distributions
 - User

The Random Variables add-in allows a completely general discrete distribution where the random variables are allowed to assume a finite set of arbitrary values. We describe the set of random variable values as X. A number is associated with each value of the set that is the probability of that random variable value. The add-in does not require these values to sum to 1, but a valid distribution is obtained by dividing each value by the sum.

The values in the set X need not be integer.

Example: The example shown at the left is constructed to demonstrate that the random variables can have arbitrary values and be presented in arbitrary order.

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Operations Research Models and Methods
by Paul A. Jensen
Copyright 2004 - All rights reserved

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