eldo_user

User-defined Distribution
Monte Carlo Analysis
How to Specify a Distribution Function
You can define an arbitrary model using the .DISTRIB command. Provided here is the example
of triangular distribution (which is actually a parametric distribution), where the .DISTRIB
command is used as a template for a slightly skewed triangular distribution.
This general triangular distribution is defined with three parameters (a, b, m), with the
constraints a≤m, m≤b, b>a. The probability density function is expressed as:
Note, a random variable that follows a triangular distribution as defined here takes in the
interval [a, b]. The parameter m describes the most likely value. Figure 11-7 shows the plot of
triangular distribution with m=15 and [a, b] = [5, 20].
Figure 11-7. Plot of the Triangular Distribution
The distribution given in Figure 11-7 can be obtained with the following statements:
Eldo® User's Manual, 15.3 435