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Weibull distribution

This section contains functions for working with Weibull distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the Weibull law. The Weibull distribution is defined by the following formula:

pdf_weibull_distribution

where:

  • x – value of the random variable
  • a –  parameter of the distribution (shape)
  • b – parameter of the distribution (scale)

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityWeibull

Calculates the probability density function of the Weibull distribution

MathCumulativeDistributionWeibull

Calculates the value of the Weibull probability distribution function

MathQuantileWeibull

Calculates the value of the inverse Weibull distribution function for the specified probability

MathRandomWeibull

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the Weibull law

MathMomentsWeibull

Calculates the theoretical numerical values of the first 4 moments of the Weibull distribution


Updated: 2017.01.10