Triangular distribution
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.
f (x) = 2 2x for 0 x < 1
F (x) = 2x x2 for 0 x < 1
E(X) =
Special cases
1.1
Var(X) =
Two points known
The distribution simplies when c = a or c = b. For example, if a = 0, b = 1 and c = 1, then the PDF and CDF
become:
f (x)
2x
F (x)
x2
1
18
2 Generating
Triangulardistributed random variates
Given a random variate U drawn from the uniform distribution in the interval (0, 1), then the variate
for 0 x 1
X = a + U (b a)(c a)
2
E(X) =
3
1
Var(X) =
18
1.2
1
3
X =b
(1 U )(b a)(b c)
for 0 < U < F (c)
for F (c) U < 1
[1]
Distribution of mean of two standard Where F(c) = (c-a)/(b-a)
has a Triangular distribution with parameters a, b and
uniform variables
c. This can be obtained from the cumulative distribution
This distribution for a = 0, b = 1 and c = 0.5 is distribution function.
of X = (X1 + X2 )/2, where X1 , X2 are two independent
random variables with standard uniform distribution.
3 Use of the distribution
{
4x
for0 x < 12
f (x) =
4 4x for 12 x 1
{
2x2
for0 x < 12
F (x) =
2 2(1 x)2 for 12 x 1
E(X) =
Var(X) =
1.3
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 [2] as to the modal value. For
these reasons, the triangle distribution has been called a
lack of knowledge distribution.
1
2
1
24
Distribution of the absolute dierence
of two standard uniform variables
3.1 Business simulations
This distribution for a = 0, b = 1 and c = 0 is distribution of X = |X1 X2 |, where X1 , X2 are two independent The triangular distribution is therefore often used in
business decision making, particularly in simulations.
random variables with standard uniform distribution.
1
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 nance.
3.2
Project management
The triangular distribution, along with the Beta 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 dened
by a minimum and maximum value.
3.3
Audio dithering
The symmetric triangular distribution is commonly used
in audio dithering, where it is called TPDF (Triangular
Probability Density Function).
See also
Trapezoidal distribution
Thomas Simpson
Three-point estimation
Five-number summary
Seven-number summary
Triangular function
References
[1] http://www.asianscientist.com/books/wp-content/
uploads/2013/06/5720_chap1.pdf
[2] http://www.decisionsciences.org/DecisionLine/Vol31/
31_3/31_3clas.pdf
External links
Weisstein, Eric W., Triangular Distribution,
MathWorld.
Triangle Distribution, decisionsciences.org
Triangular Distribution, brighton-webs.co.uk
EXTERNAL LINKS
Text and image sources, contributors, and licenses
7.1
Text
Triangular distribution Source: https://en.wikipedia.org/wiki/Triangular_distribution?oldid=690406303 Contributors: Bryan Derksen,
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Mydataengine, Julia Abril, BeyondNormality, SaschaHolzhauer and Anonymous: 33
7.2
Images
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7.3
Content license
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