Create a distribution from a set of points on a curve


We have a set of co-ordinates that we wish to use to construct a distribution:

1. {x, f(x)} for a continuous distribution where f(x) is (or is proportional to) the probability density at value x;

2. {x, F(x)} a continuous distribution where F(x) is the cumulative probability (P(X<=x)) at value x; or

3. {x, p(x)} for a discrete distribution where p(x) is (or is proportional to) the probability of value x.


There are many uses of this technique. For example:



We can use the same techniques as explained in Method 3 to create distributions from a set of points:

If the data set is of the form of {x, f(x)}, we can use the VoseRelative function in ModelRisk; 

If the data set is of the form {x, F(x)}, we can use the VoseCumulA (or VoseCumulD) function in ModelRisk; or

If the data set is of the form {x, p(x)}, we can use the VoseDiscrete function in ModelRisk.

The three functions have similar formats:




The {x} values must be in ascending order for the VoseRelative and VoseCumulA functions because they construct a distribution shape. For the VoseDiscrete function this is unnecessary because it is simply a list of values.

See Also



Monte Carlo simulation in Excel. Learn more

Spreadsheet risk analysis modeling


Adding risk and uncertainty to your project schedule. Learn more

Project risk analysis


Enterprise Risk Management software (ERM)

Learn more about our enterprise risk analysis management software tool, Pelican

Enterprise risk management software introduction


For Microsoft Excel

Download your free copy of ModelRisk Basic today. Professional quality risk modeling software and no catches

Download ModelRisk Basic now


For Primavera & Microsoft Project

Download your free copy of Tamara Basic today. Professional quality project risk software and no catches.

Download Tamara Basic now