The generalized maximum entropy trapezoidal probability density function

Quantities that lie within inexactly prescribed intervals arise frequently. A formula for the maximum entropy probability density function (PDF) that describes the state of knowledge of such a quantity is given in Supplement 1 to the Guide to the Expression of Uncertainty in Measurement. However, this formula applies only to the case for which the limits of the interval are known to lie within subintervals of equal lengths centred on the best estimates of the limits. In this paper, a PDF is derived for a quantity that is not so restricted.