词条 | Triangular distribution |
释义 |
name =Triangular| type =density| pdf_image =| cdf_image =| parameters = }} In probability theory and statistics, the triangular distribution is a continuous probability distribution with lower limit a, upper limit b and mode c, where a < b and a ≤ c ≤ b. Special casesMode at a boundThe distribution simplifies when c = a or c = b. For example, if a = 0, b = 1 and c = 1, then the PDF and CDF become: Distribution of the absolute difference of two standard uniform variablesThis distribution for a = 0, b = 1 and c = 0 is the distribution of X = |X1 − X2|, where X1, X2 are two independent random variables with standard uniform distribution. Symmetric triangular distributionThe symmetric case arises when c = (a + b) / 2. Distribution of the sum of two standard uniform variablesThis distribution for a = 0, b = 1 and c = 0.5—the mode (i.e., the peak) is exactly in the middle of the interval—corresponds to the distribution of the mean of two standard uniform variables, i.e., the distribution of X = (X1 + X2) / 2, where X1, X2 are two independent random variables with standard uniform distribution in [0, 1].[1] Generating triangular-distributed random variatesGiven a random variate U drawn from the uniform distribution in the interval (0, 1), then the variate [2] where , has a triangular distribution with parameters and . This can be obtained from the cumulative distribution function. Use of the distribution{{see also|Three-point estimation}}The triangular distribution is typically used as a subjective description of a population for which there is only limited sample data, and especially in cases where the relationship between variables is known but data is scarce (possibly because of the high cost of collection). It is based on a knowledge of the minimum and maximum and an "inspired guess"[3] as to the modal value. For these reasons, the triangle distribution has been called a "lack of knowledge" distribution. Business simulationsThe triangular distribution is therefore often used in business decision making, particularly in simulations. Generally, when not much is known about the distribution of an outcome (say, only its smallest and largest values), it is possible to use the uniform distribution. But if the most likely outcome is also known, then the outcome can be simulated by a triangular distribution. See for example under corporate finance. Project managementThe triangular distribution, along with the PERT distribution, is also widely used in project management (as an input into PERT and hence critical path method (CPM)) to model events which take place within an interval defined by a minimum and maximum value. Audio ditheringThe symmetric triangular distribution is commonly used in audio dithering, where it is called TPDF (triangular probability density function). See also
References1. ^Beyond Beta: Other Continuous Families of Distributions with Bounded Support and Applications. Samuel Kotz and Johan René van Dorp. https://books.google.de/books?id=JO7ICgAAQBAJ&lpg=PA1&dq=chapter%201%20dig%20out%20suitable%20substitutes%20of%20the%20beta%20distribution%20one%20of%20our%20goals&pg=PA3#v=onepage&q&f=false 2. ^https://web.archive.org/web/20140407075018/http://www.asianscientist.com/books/wp-content/uploads/2013/06/5720_chap1.pdf 3. ^{{cite web |url=http://www.decisionsciences.org/DecisionLine/Vol31/31_3/31_3clas.pdf |title=Archived copy |accessdate=2006-09-23 |deadurl=yes |archiveurl=https://web.archive.org/web/20060923225843/http://www.decisionsciences.org/DecisionLine/Vol31/31_3/31_3clas.pdf |archivedate=2006-09-23 |df= }} External links
1 : Continuous distributions |
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