Non-smooth sailing or triangular distributions revisited after some 50 years

被引：28

作者：

Johnson, NL

Kotz, S ^{[1
]}

机构：

[1] George Washington Univ, Sch Engn & Appl Sci, Dept Operat Res, Washington, DC 20052 USA

[2] Univ N Carolina, Chapel Hill, NC USA

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 1999年 / 48卷

关键词：

estimation; modelling; triangular distributions; yawl distributions;

D O I：

10.1111/1467-9884.00180

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Triangular distributions have been studied since (at least) the 18th century but have been the subject of only very few papers in the statistical literature over the last 50 years or more. A class of distributions proposed recently for the construction of certain financial applications is in fact a mixture of two triangular distributions. This provides the motivation for the study reported in this paper.

引用

页码：179 / 187

页数：9

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[1]

[Anonymous], PHILOS T ROYAL SOC

[2]

[Anonymous], HDB PROBABILITY THEO

[3]

[Anonymous], 1978, HIST STAT 17 18 CENT

[4]

Ayyangar A., 1941, MATH STUDENT, V9, P85