I've just put up a PR, 7257, that proposes to add rv_scatter, a companion to rv_histogram (6801). It also picks up some aspects of 6466. It allows one to specify a PDF from x/y scatter data. The PDF is piecewise linearly interpolated between the supplied data points. The rationale behind this is to be able to use experimentally determined data to create a statistical distribution. It can also be used to approximate other distributions. Comments are welcomed. A.