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A. The triangular distribution

A triangular distribution is named by the graph of it's density function, that looks like fig:A-triangular-density, where points maths, maths and maths are respectively the maths mode and maths of the distribution. Function maths is given fig:A-triangular-cdf, while mean and variance can be obtained at first sight according to the mechanical behavior of a triangular plate. Namely :

maths (5)

Fig. 5: Triangular density.
maths

Fig. 6: Triangular cdf.

maths


The most important reason to use the triangular distribution is its simplicity. Being easy to use, this distribution is a good candidate when you want to check if your conclusions remain valid when another distribution is used that fits with what knowledge you have extracted from your data.

Compared with a Gaussian model that allows only maths to ensure maths, the triangular distribution allows maths to reach maths. Moreover, the demand has no reason to be symmetrical around it's mean. This lack of symmetry is usually measured by the maths, where maths is the third centered moment. This moment has a nice expression over maths :

maths

But we can obtain a more compact expression by using maths (the mean), maths (the width) and maths (the barycentric position of maths in maths, verifying maths) to characterize the distribution. We obtain

maths

and therefore the skewness depends only on maths. Conversely, the skewness gives you maths (the shape), then maths gives you maths (the size) and finaly maths fixes the position of the triangle along the axis. By this method, you can deal with skewness up to maths.
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douillet@ensait.fr
2005-05-11