A novel extension of the triangular distribution and its parameter estimation

An extension of the three-parameter triangular distribution utilized in risk analysis is discussed. Special cases of the resulting four-parameter family include the triangular distribution, the power function distribution and the uniform distribution. Expert judgment elicitation of its parameters is...

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Veröffentlicht in:	Journal of the Royal Statistical Society. Series D (The Statistician) 2002-01, Vol.51 (1), p.63-79
Hauptverfasser:	René van Dorp, J., Kotz, Samuel
Format:	Artikel
Sprache:	eng
Schlagworte:	Cubic equations Decision theory Density distributions Distribution theory Estimation Exact sciences and technology Expert judgment Judgement Mathematical expressions Mathematical independent variables Mathematical procedures Mathematics Maximum likelihood Maximum likelihood estimation Maximum likelihood estimators Method of moments Moment estimation Probability Probability and statistics Probability theory and stochastic processes Risk analysis Sampling distributions Sciences and techniques of general use Statistical analysis Statistical methods Statistics Two-sided power distribution
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Beschreibung
Zusammenfassung:	An extension of the three-parameter triangular distribution utilized in risk analysis is discussed. Special cases of the resulting four-parameter family include the triangular distribution, the power function distribution and the uniform distribution. Expert judgment elicitation of its parameters is discussed as well as moment estimation and maximum likelihood estimation of its parameters by using sample data.
ISSN:	0039-0526 1467-9884
DOI:	10.1111/1467-9884.00299