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Triangular Distribution

doc/source/tutorial/stats/continuous_triang.rst

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.. _continuous-triang:

Triangular Distribution

One shape parameter :math:c\in[0,1] giving the distance to the peak as a percentage of the total extent of the non-zero portion. The location parameter is the start of the non- zero portion, and the scale-parameter is the width of the non-zero portion. In standard form we have :math:x\in\left[0,1\right].

.. math:: :nowrap:

\begin{eqnarray*}
    f\left(x;c\right) & = & \left\{
                                \begin{array}{ccc}
                                    2\frac{x}{c} &  & x < c \\
                                    2\frac{1-x}{1-c} &  & x \geq c
                                \end{array}
                            \right.\\
    F\left(x;c\right) & = & \left\{
                                \begin{array}{ccc}
                                    \frac{x^{2}}{c} &  & x < c \\
                                    \frac{x^{2}-2x+c}{c-1} &  & x \geq c
                                \end{array}
                            \right.\\
    G\left(q;c\right) & = & \left\{
                                \begin{array}{ccc}
                                    \sqrt{cq} &  & q < c \\
                                    1-\sqrt{\left(1-c\right)\left(1-q\right)} &  & q \geq c
                                \end{array}
                            \right.
\end{eqnarray*}

.. math:: :nowrap:

\begin{eqnarray*} \mu & = & \frac{c}{3}+\frac{1}{3}\\ \mu_{2} & = & \frac{1-c+c^{2}}{18}\\ \gamma_{1} & = & \frac{\sqrt{2}\left(2c-1\right)\left(c+1\right)\left(c-2\right)}{5\left(1-c+c^{2}\right)^{3/2}}\\ \gamma_{2} & = & -\frac{3}{5}\end{eqnarray*}

.. math:: :nowrap:

\begin{eqnarray*} h\left(X\right) & = & \log\left(\frac{1}{2}\sqrt{e}\right)\\  & \approx & -0.19314718055994530942.\end{eqnarray*}

Implementation: scipy.stats.triang