A new method to simulate the triangular distribution

William E. Stein*, Matthew F. Keblis

*Corresponding author for this work

Research output: Contribution to journalArticle

24 Citations (Scopus)

Abstract

A new method is developed to simulate the triangular distribution. The result is of interest from a practical as well as a theoretical viewpoint. The new method is surprisingly simple and is more efficient than the standard method of simulation by inversion of the cumulative distribution function. The method is also generalized to simulate the two-sided power distribution.

Original languageEnglish
Pages (from-to)1143-1147
Number of pages5
JournalMathematical and Computer Modelling
Volume49
Issue number5-6
DOIs
Publication statusPublished - Mar 2009

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