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Monte Carlo Supported Distributions

The fourteen distributions Quantum XL builds in, with the parameter boxes each one shows. They are listed here in the order the dialog lists them.

This is the page the Help button opens on Mark Input, and it opens at the section for whichever distribution is selected at the time.

Continuous Discrete
Normal Uniform (Discrete)
Log-Normal Poisson
Exponential Binomial
Uniform Binary
Triangular Constant
Weibull
Gamma
Logistic
Log-Logistic

Two things the list also offers

Your own distributions. Any custom distribution or Empirical variable defined in the workbook is appended to this list, after the fourteen, under the name you gave it. Those have no parameter boxes: their data lives in the workbook. See Custom Distributions and Create Empirical.

Linked to a cell, the last entry, and offered by Mark Input alone. The distribution is then whatever a worksheet cell names, read at run time rather than chosen here.

The Mark Input dialog, the Distribution Gallery and the design sheet's in-cell dropdown are all shown the same list, so none of the three can offer a distribution the others do not.

Offset, which several of them share

Six distributions carry an Offset box: Exponential, Weibull, Gamma, Poisson, Binomial and Binary.

Offset shifts the whole distribution along the axis. It does not change the shape or the spread; it moves where the distribution starts. An Exponential with an offset of 5 produces values from 5 upwards instead of from 0 upwards. Leave it at 0 and you have the ordinary two-parameter form.


Normal Distribution

Parameter
Mean the centre
Standard deviation the spread

Symmetric, unbounded in both directions. The most common choice for a dimension or a measured property that varies about a target.

This is the one distribution whose boxes start filled in, at a Mean of 0 and a Standard deviation of 1, so a freshly marked cell shows a live preview straight away. Any saved marking replaces those.

Exponential Distribution

Parameter
Offset where the distribution starts
Lambda the rate

Bounded below by the offset and unbounded above, and always falling: the smallest values are the most likely. A larger Lambda means a faster fall and therefore a smaller mean, which is the opposite of what a scale parameter does.

Uniform Distribution

Parameter
Lower the smallest value
Upper the largest value

Every value between the two is equally likely, and nothing outside them occurs. The continuous one: it produces values with decimals. For whole numbers use Uniform (Discrete).

Triangular Distribution

Parameter
Minimum the smallest value
Mode the most likely value
Maximum the largest value

Bounded at both ends, with a straight-line rise to the mode and a straight-line fall after it. The Mode does not have to sit midway, so the distribution can lean either way.

Log-Normal Distribution

Parameter
Mean (log) the mean of the underlying normal
Standard deviation (log) the standard deviation of the underlying normal

Bounded below by 0, unbounded above, and skewed right. Both parameters are in log units, which the labels say and which is the mistake this distribution invites: they are the mean and standard deviation of the logarithm of the variable, not of the variable.

Weibull Distribution

Parameter
Offset where the distribution starts
Beta (shape) the shape
Alpha (scale) the scale

Bounded below by the offset and unbounded above. Its shape changes completely with Beta: at 1 it is the exponential, below 1 it falls away from the offset, and above 1 it rises to a peak and then falls, looking more symmetric as Beta grows.

Gamma Distribution

Parameter
Offset where the distribution starts
Shape the shape
Scale the scale

Bounded below by the offset and unbounded above, and skewed right. Shape controls how far from symmetric it is and Scale stretches it without changing that.

Logistic Distribution

Parameter
Location the centre
Scale the spread

Symmetric and unbounded in both directions, like the normal, with more of its probability further from the centre.

Log-Logistic Distribution

Parameter
Location the centre, in log units
Scale the spread, in log units

Bounded below by 0, unbounded above, and skewed right. It stands to the logistic as the log-normal stands to the normal: both parameters describe the logarithm of the variable.

Uniform (Discrete) Distribution

Parameter
Lower the smallest value
Upper the largest value

Whole numbers only, every one from Lower to Upper equally likely. Both ends are included.

Poisson Distribution

Parameter
Offset where the counts start
Mean the average count

Whole numbers, bounded below by the offset and unbounded above. For a count of events in a fixed interval. Its mean and its variance are the same number, so choosing the mean has fixed the spread as well: it is not a parameter you can set separately here.

Binomial Distribution

Parameter
Offset where the counts start
Number of trials how many trials
Probability of success the chance each one succeeds

Whole numbers from the offset to the offset plus the number of trials. The count of successes in a fixed number of independent trials.

Binary Distribution

Parameter
Offset the value that stands for 0
Probability of 1 the chance of the higher of the two values

Two outcomes and nothing else, listed in the dialog as Binary (Bernoulli). With the offset at 0 it produces 0 and 1.

Constant Distribution

Parameter
Value the value

One value, every trial. It does not vary, which is the point: mark an input Constant to hold it still while the rest of the model varies, without unmarking it and losing its settings.

See Also