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F A M X B.: Triangular Distribution (From

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.

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89 views

F A M X B.: Triangular Distribution (From

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.

Uploaded by

spyros_peiraias
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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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.

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