SplicedDistribution

SplicedDistribution[{w1, w2, ..., wn}, {c0, c1, ..., cn}, {dist1, dist2, ..., distn}] represents the distribution obtained by splicing the distributions dist1, dist2, … truncated on the intervals {c0, c1}, {c1, c2}, … with weights w1, w2, ….

Examples

dist = SplicedDistribution[{1, 1}, {0, 1, 2}, {UniformDistribution[], NormalDistribution[1.5, 0.2]}];
PDF[dist, x]

RandomVariate[SplicedDistribution[{1, 1}, {0, 1, 2}, {UniformDistribution[], UniformDistribution[{1, 2}]}], 10]

Please visit the official Wolfram Language Reference for more details.