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


Autoria(s): OLIVARES-PACHECO, Juan F.; ELAL-OLIVERO, David; GOMEZ, Hector W.; BOLFARINE, Heleno
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2009

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

http://producao.usp.br/handle/BDPI/30496

http://apps.isiknowledge.com/InboundService.do?Func=Frame&product=WOS&action=retrieve&SrcApp=EndNote&UT=000270402600009&Init=Yes&SrcAuth=ResearchSoft&mode=FullRecord

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