  This note discusses an interpolation technique for univariate distributions.
In other words, the question is how to obtain a good approximation for f(x|a)
if a0 < a < a1 is a control variable and f(x|a0) and f(x|a1) are known. The
technique presented here is based on the interpolation of the quantile
function, i.e. the inverse of the cumulative density function.
