udweibull function

UNU.RAN object for Weibull distribution

Create UNU.RAN object for a Weibull (Extreme value type III) distribution with with parameters shape and scale.

[Distribution] -- Weibull (Extreme value type III).

udweibull(shape, scale=1, lb=0, ub=Inf)

Arguments

• shape: (strictly positive) shape parameter.
• scale: (strictly positive) scale parameter.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Weibull distribution with shape parameter $a$ and scale parameter $b$ has density given by

for $x \ge 0$.

The domain of the distribution can be truncated to the interval (lb,ub).

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 21, p. 628.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Examples

## Create distribution object for Weibull distribution
distr <- udweibull(shape=3)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)