Comparación de tres modelos probabilísticos, utilzados en ambientes de riesgo e incertidumbre

Resumo

It is well known that the most commonly probability distributions used as probabilistic models, for real problems in environment of uncertainty, are uniform distribution, triangular distribution and beta distribution. It is usual that beta distribution is used when, based on three typical values: optimistic, pessimistic and most likely values, supplied by an expert, the most likely value has a greater interest in the problem that the pessimistic and optimistic values, for this reason, is given a weighting of four in the formula of the average. The main objective of this work is to select a distribution of the Pearson system and one of the family of the Two Sided Power distribution, TSP, which have the same mean than the beta distribution using in the PERT method and compare the three distributions by other stochastic characteristics, using moments ratio diagrams, to find out which of them is the probabilistic model that best fits the real problems in environment risk or uncertainty