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Methods for generating new distributions from old can be thought of astechniques for simplifying integrals used in reverse. Hence integrating aprobability density function (pdf) by parts provides a new way of modifyingdistributions; the resulting pdfs are integrals that sometimes requirecomputation as special functions. Summation by parts can be used similarly fordiscrete distributions. The general methodology is given, with some examples ofdistribution classes and of specific distributions, and fits to data.

Creating new distributions using integration and summation by parts