Una reparametrización de la distribución triangular basada en las distribuciones skew-simétricas

• JUAN F. OLIVARES-PACHECO ^[1] ; DAVID ELAL-OLIVERO ^[1] ; HÉCTOR W. GÓMEZ ^[2] ; HELENO BOLFARINE ^[3]
  1. [1] Universidad de Atacama

     Universidad de Atacama

     Copiapo, Chile

     
  2. [2] Universidad de Antofagasta

     Universidad de Antofagasta

     Antofagasta, Chile

     
  3. [3] Universidad de S\~ao Paulo Instituto de Matemática e Estatística Departamento de Estatística

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• Localización: Revista Colombiana de Estadística, ISSN-e 2389-8976, ISSN 0120-1751, Vol. 32, Nº. 1, 2009, págs. 145-156
• Idioma: español
• Títulos paralelos:
  • A reparametrization of triangular distribution based on the skew-symmetric distributions
• Enlaces
  • Texto completo
• Resumen
  • español

    En este trabajo se considera un nuevo enfoque para el estudio de la distribución triangular usando el desarrollo teórico detrás de las distribuciones Skew. La distribución triangular aquí entregada se obtiene por reparametrización de la distribución triangular usual. Se estudian las principales propiedades probabilísticas, incluidos los momentos, coeficientes de asimetría y kurtosis; además, se muestra una representación estocástica para el modelo estudiado, que proporciona un método sencillo y eficiente para la generación de variables aleatorias. Así mismo, se implementa la estimación por el método de los momentos y, a través de un estudio de simulación, se ilustra el comportamiento de las estimaciones de los parámetros.

  • English

    In this paper a new approach is considered for studying the triangular distribution using the theoretical development behind Skew distributions. Triangular distribution are obtained by a reparametrization of usual triangular distribution. Main probabilistic properties of the distribution are studied, including moments, asymmetry and kurtosis coefficients, and an stochastic representation, which provides a simple and efficient method for generating random variables. Moments estimation is also implemented. Finally, a simulation study is conducted to illustrate the behavior of the estimation approach proposed.

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