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Obtaining a Trapezoidal Distribution

Published

Author(s)

James F. Lawrence, Raghu N. Kacker, Ruediger Kessel

Abstract

Given a most believed value for a quantity together with upper and lower possible deviations from that value, a rectangular distribution might be used to represent state-of-knowledge about the quantity. If the deviations are themselves known by probability distributions, and the value conditioned on the deviations is rectangular, then the marginal distribution of the value is determined by the distributions of the deviations. Here we show under quite general conditions that conversely, given the marginal distribution, the distributions of the deviations are uniquely determined. The case in which the marginal distribution is trapezoidal is studied in some detail.
Citation
Communications in Statistics Part A-Theory and Methods
Volume
44
Issue
21

Keywords

Kullback-Leibler uniform deviation, Measurement uncertainty, Sinkhorn balancing, Trapezoidal distribution

Citation

Lawrence, J. , Kacker, R. and Kessel, R. (2015), Obtaining a Trapezoidal Distribution, Communications in Statistics Part A-Theory and Methods, [online], https://doi.org/10.1080/03610926.2013.833239 (Accessed February 24, 2024)
Created March 9, 2015, Updated March 12, 2019