A reparametrization of Triangular Distribution based on the Skew-Symmetric Distributions
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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Data(s) |
20/10/2012
20/10/2012
2009
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Resumo |
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. |
Identificador |
REVISTA COLOMBIANA DE ESTADISTICA, v.32, n.1, p.145-156, 2009 0120-1751 |
Idioma(s) |
spa |
Publicador |
UNIV NAC COLOMBIA, DEPT ESTADISTICA |
Relação |
Revista Colombiana de Estadistica |
Direitos |
restrictedAccess Copyright UNIV NAC COLOMBIA, DEPT ESTADISTICA |
Palavras-Chave | #Skew distribution #Triangular distribution #Skewness #Kurtosis #PERT #Statistics & Probability |
Tipo |
article original article publishedVersion |