Namespaces

Types in MathNet.Numerics.Distributions

Type Weibull

Namespace MathNet.Numerics.Distributions

Interfaces IContinuousDistribution

Continuous Univariate Weibull distribution. For details about this distribution, see.
The Weibull distribution is parametrized by a shape and scale parameter.

Constructors

Static Functions

Methods

Properties

Public Constructors

Weibull(double shape, double scale, Random randomSource)

Initializes a new instance of the Weibull class.
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Random randomSource

The random number generator which is used to draw random samples.

Weibull(double shape, double scale)

Initializes a new instance of the Weibull class.
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Public Static Functions

double CDF(double shape, double scale, double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

Weibull Estimate(IEnumerable<double> samples, Random randomSource)

Implemented according to: Parameter estimation of the Weibull probability distribution, 1994, Hongzhu Qiao, Chris P. Tsokos
Return
Weibull

Returns a Weibull distribution.

bool IsValidParameterSet(double shape, double scale)

Tests whether the provided values are valid parameters for this distribution.
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

double PDF(double shape, double scale, double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

double x

The location at which to compute the density.

Return
double

the density at x.

double PDFLn(double shape, double scale, double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

double x

The location at which to compute the density.

Return
double

the log density at x.

double Sample(Random rnd, double shape, double scale)

Generates a sample from the Weibull distribution.
Parameters
Random rnd

The random number generator to use.

double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Return
double

a sample from the distribution.

double Sample(double shape, double scale)

Generates a sample from the Weibull distribution.
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Return
double

a sample from the distribution.

IEnumerable<double> Samples(Random rnd, double shape, double scale)

Generates a sequence of samples from the Weibull distribution.
Parameters
Random rnd

The random number generator to use.

double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Random rnd, Double[] values, double shape, double scale)

Fills an array with samples generated from the distribution.
Parameters
Random rnd

The random number generator to use.

Double[] values

The array to fill with the samples.

double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Return
void

a sequence of samples from the distribution.

IEnumerable<double> Samples(double shape, double scale)

Generates a sequence of samples from the Weibull distribution.
Parameters
double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Double[] values, double shape, double scale)

Fills an array with samples generated from the distribution.
Parameters
Double[] values

The array to fill with the samples.

double shape

The shape (k) of the Weibull distribution. Range: k > 0.

double scale

The scale (λ) of the Weibull distribution. Range: λ > 0.

Return
void

a sequence of samples from the distribution.

Public Methods

double CumulativeDistribution(double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

double Density(double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double x

The location at which to compute the density.

Return
double

the density at x.

double DensityLn(double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double x

The location at which to compute the log density.

Return
double

the log density at x.

bool Equals(object obj)

int GetHashCode()

Type GetType()

double Sample()

Generates a sample from the Weibull distribution.
Return
double

a sample from the distribution.

void Samples(Double[] values)

Fills an array with samples generated from the distribution.

IEnumerable<double> Samples()

Generates a sequence of samples from the Weibull distribution.
Return
IEnumerable<double>

a sequence of samples from the distribution.

string ToString()

A string representation of the distribution.
Return
string

a string representation of the distribution.

Public Properties

double Entropy get;

Gets the entropy of the Weibull distribution.

double Maximum get;

Gets the maximum of the Weibull distribution.

double Mean get;

Gets the mean of the Weibull distribution.

double Median get;

Gets the median of the Weibull distribution.

double Minimum get;

Gets the minimum of the Weibull distribution.

double Mode get;

Gets the mode of the Weibull distribution.

Random RandomSource get; set;

Gets or sets the random number generator which is used to draw random samples.

double Scale get;

Gets the scale (λ) of the Weibull distribution. Range: λ > 0.

double Shape get;

Gets the shape (k) of the Weibull distribution. Range: k > 0.

double Skewness get;

Gets the skewness of the Weibull distribution.

double StdDev get;

Gets the standard deviation of the Weibull distribution.

double Variance get;

Gets the variance of the Weibull distribution.