Scribd Logo
Upload

Welcome to Scribd!

  • 74 views

    F A M X B.: Triangular Distribution (From

    Uploaded by

    spyros_peiraias
    The triangular distribution is used when there are no data values and an expert specifies minimum (a), most likely (m), and maximum (b) values. It has a probability density function that is triangular shaped between a and b. The cumulative distribution function and survivor function can be derived from the probability density function. Moments like the mean, variance, skewness, and kurtosis can also be calculated.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    F A M X B.: Triangular Distribution (From

    Uploaded by

    spyros_peiraias
    74 views2 pages
    The triangular distribution is used when there are no data values and an expert specifies minimum (a), most likely (m), and maximum (b) values. It has a probability density function that is triangular shaped between a and b. The cumulative distribution function and survivor function can be derived from the probability density function. Moments like the mean, variance, skewness, and kurtosis can also be calculated.

    Original Description:

    Triangular distribution

    Original Title

    Triangular

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The triangular distribution is used when there are no data values and an expert specifies minimum (a), most likely (m), and maximum (b) values. It has a probability density function that is triangular shaped between a and b. The cumulative distribution function and survivor function can be derived from the probability density function. Moments like the mean, variance, skewness, and kurtosis can also be calculated.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    74 views2 pages

    F A M X B.: Triangular Distribution (From

    Uploaded by

    spyros_peiraias
    The triangular distribution is used when there are no data values and an expert specifies minimum (a), most likely (m), and maximum (b) values. It has a probability density function that is triangular shaped between a and b. The cumulative distribution function and survivor function can be derived from the probability density function. Moments like the mean, variance, skewness, and kurtosis can also be calculated.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 2

    Triangular distribution (from http://www.math.wm.edu/˜leemis/chart/UDR/UDR.

    html)
    The shorthand X ∼ triangular(a, m, b) is used to indicate that the random variable X has the tri-
    angular distribution with parameters a, m and b. A triangular random variable X has probability
    density function 
     2(x−a) a<x<m
    (b−a)(m−a)
    f (x) = 2(b−x)

    (b−a)(b−m) m ≤ x < b.
    The triangular distribution can be used as an approximate model when there are no data values.
    An expert familiar with the population specifies a minium value a, a most likely value m, and a
    maximum value b. The probability density function is illustrated below.

    f (x)

    x
    a m b

    The cumulative distribution function on the support of X is



     (x−a)2 a<x<m
    (b−a)(m−a)
    F(x) = P(X ≤ x) =
     1 − (b−x)2 m ≤ x < b.
    (b−a)(b−m)

    The survivor function on the support of X is



     1 − (x−a)2 a<x<m
    (b−a)(m−a)
    S(x) = P(X ≥ x) =
     (b−x)2 m ≤ x < b.
    (b−a)(b−m)

    The hazard function on the support of X is


    (
    2(a−x)
    f (x) ab−mb+ma+x 2 −2ax a<x<m
    h(x) = = 2
    S(x) m ≤ x < b.
    b−x

    The moment generating function of X is


    2(−meta + beta + betm + aetm − aetb + metb )
    M(t) = E etX = −
     
    t > 0.
    (a − m)(a − b)(m − b)t 2

    1
    The characteristic function of X is
      2(−meita + beita + beitm + aeitm − aeitb + meitb )
    φ(t) = E eitX = t > 0.
    (a − m)(a − b)(m − b)t 2

    The population mean, variance, skewness, and kurtosis of X are

    a+m+b a2 + m2 + b2 − ab − am − mb
    E[X] = V [X] =
    3 18
    " 3 # √ " 4 #
    X −µ 2(a + b − 2m)(2a − b − m)(a − 2b + m) X −µ 12
    E = E = .
    σ 2 2 2
    5(a + b + m − ab − am − bm) 3/2 σ 5
    APPL verification: The APPL statements

    X := TriangularRV(a, m, b);
    CDF(X);
    SF(X);
    HF(X);
    Mean(X);
    Variance(X);
    Skewness(X);
    Kurtosis(X);
    MGF(X);

    verify the cumulative distribution function, survivor function, hazard function, population mean,
    variance, skewness, kurtosis, and moment generating function.

    You might also like