A reparametrization of Triangular Distribution based on the Skew-Symmetric Distributions

被引：0

作者：

Olivares-Pacheco, Juan F. ^{[1
]}

Elal-Olivero, David ^{[1
]}

Gomez, Hector W. ^{[2
]}

Bolfarine, Heleno ^{[3
]}

机构：

[1] Univ Atacama, Fac Ingn, Dept Matemat, Copiapo, Chile

[2] Univ Antofagasta, Fac Ciencias Basicas, Dept Matemat, Antofagasta, Chile

[3] Univ Sao Paulo, Inst Matemat & Estat, Dept Estat, Sao Paulo, Brazil

来源：

REVISTA COLOMBIANA DE ESTADISTICA | 2009年 / 32卷 / 01期

关键词：

Skew distribution; Triangular distribution; Skewness; Kurtosis; PERT;

D O I：

暂无

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：

In this paper a new approach is considered for studying the triangular distribution using the theoretical development behind Skew distributions. Triangular distribution are obtained by a reparametrization of usual triangular distribution. Main probabilistic properties of the distribution are studied, including moments, asymmetry and kurtosis coefficients, and an stochastic representation, which provides a simple and efficient method for generating random variables. Moments estimation is also implemented. Finally, a simulation study is conducted to illustrate the behavior of the estimation approach proposed.

引用

页码：145 / 156

页数：12

共 44 条

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