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Julia seems to be parameterizing the triangular distributions using location and scale parameters only. How does this translate to the location, shape, scale parameterization. for example suppose that Z has the basic triangle distribution with vertex at p ∈ [0,1]. For a ∈ R and w ∈ (0,∞), X=a+wZ has the triangle distribution with location parameter a, and scale parameter w, and shape parameter p.

flx
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Leon Adams
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2 Answers2

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We implemented the two-parameter Triangular distribution that is defined in this document: http://www.stat.rice.edu/~dobelman/textfiles/DistributionsHandbook.pdf

If you'd be interested in implementing the generalization of that distribution with three parameters (as described in http://en.wikipedia.org/wiki/Triangular_distribution), that would be great.

John Myles White
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TriangularDist has been changed since this was asked: it takes 3-parameters: minimum, mode, and maximum.

Simon Byrne
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