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Triangular Distribution

The triangular distribution is used to model populations where there is limited data but the minimum, maximum, and most likely value (mode) are known. It is defined by three parameters: the minimum value, mode, and maximum value. The triangular distribution is commonly used in project management and situations where data collection is expensive, such as estimating oil field sizes. Random values are generated from the triangular distribution by transforming uniformly distributed random numbers between 0 and 1 based on the distribution's parameters.

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Hiren Patel
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338 views

Triangular Distribution

The triangular distribution is used to model populations where there is limited data but the minimum, maximum, and most likely value (mode) are known. It is defined by three parameters: the minimum value, mode, and maximum value. The triangular distribution is commonly used in project management and situations where data collection is expensive, such as estimating oil field sizes. Random values are generated from the triangular distribution by transforming uniformly distributed random numbers between 0 and 1 based on the distribution's parameters.

Uploaded by

Hiren Patel
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Triangular Distribution

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Home Triangular Distribution


Index
Feedback The Triangular Distribution is typically used as a subjective description of a population for which
Ads by Google there is only limited sample data. It is based on a knowledge of the minimum and maximum and
Generator an inspired guess as to what the modal value might be. Despite being a simplistic description of a
Formula population, it is a very useful distribution for modeling processes where the relationship between
Inverse variables is known, but data is scarce (possibly because of the high cost of collection).
Generating
It is also used as an alternative to the Beta distribution in PERT, CPM and similar forms of project
management tool. The section on the Beta distribution contains an example using both the Beta
and Triangular distributions.

Profile

Parameters

Parameter Description Characteristics


A float > -8 and <=
min Minimum value
mode
A float >= min or <=
mode Modal Value
max
A float >= mode and <
max Maximum value
8

Range

The range is determined by the min and max parameters.

Functions

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Triangular Distribution

Properties

Example

Triangular distributions are used in oil and gas exploration where data is expensive to collect and
it is almost impossible to model the population being sampled accurately, thus subjectivity plays a
greater role than in data rich sectors. The example below shows a subjective assessment of the
expected size of discoveries in the United Kingdom's East Midland's Basin:

See the section on the lognormal distribution for an alternative model.

Parameter Estimation

The parameters of a triangular distribution can be derived directly from the dataset which it is
intended to describe or model. Provided the dataset does not contain any anomalous points, the
minimum and maximum can be obtained by sorting the values in ascending order and selecting

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Triangular Distribution

the first and last points. Un less the mode is being set subjectively, there are a number of ways of
determining the mode including:

Use an algorithm such successive bisection

Use the Max, Min and Mean to estimate the mode

This example illustrates both approaches. The figures below are the porosity of rock samples
from deep bore holes. These are very expensive to collect and only a few are available to the
analyst who may be asked to provide input for some form of Monte-Carlo evaluation:

10.0%, 13.5%, 15.5%, 20.0%

The successive bisection algorithm estimates the mode as 14.5%. The mean value of the
observations is 14.75%, using this value together with the min and max into this formula sets the
mode as 14.25%:

A subjective estimate of the mode by a cautions analyst might set the mode at 12%.

Random Number Generation

Random number generation (referred to as R) for a triangular distribution can be performed by


transforming a continuous uniform variable in the range 0 to 1 (referred to as U) with the
distribution's inverse probability function:

r=g(u)

Using Basic style code, the function would be similar to:

u=rnd()

if u <= (mode-min)/(max-min) then


r=min+sqrt(u*(max-min)*(mode-min))
else
r=max-sqrt((1-u)*(max-min)*(max-mode))
end if

Storing the value from the random number function in the variable u is important because most
random number function return a new value each time they are called. Without the use of the u
variable, the statement would use one value for branching and another for calculation.

Page updated: 20-Jun-2008

For more information: [email protected]

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