Obtaining a Trapezoidal Distribution

Jim Lawrence, Raghu Kacker and Rüdiger Kessel

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 21, 4586-4599

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.

Date: 2015
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DOI: 10.1080/03610926.2013.833239

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