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java.lang.Objectumontreal.iro.lecuyer.probdist.ContinuousDistribution
umontreal.iro.lecuyer.probdist.WeibullDist
public class WeibullDist
WeibullDist
This class extends the class ContinuousDistribution for the Weibull distribution[#!tJOH95a!#, page 628] with shape parameter α > 0, location parameter δ, and scale parameter λ > 0. The density function is
 eq:fweibull
eq:fweibull
 
| Field Summary | 
|---|
| Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution | 
|---|
| decPrec | 
| Constructor Summary | |
|---|---|
| WeibullDist(double alpha). | |
| WeibullDist(double alpha,
            double lambda,
            double delta). | |
| Method Summary | |
|---|---|
|  double | barF(double x)Returns the complementary distribution function. | 
| static double | barF(double alpha,
     double x). | 
| static double | barF(double alpha,
     double lambda,
     double delta,
     double x). | 
|  double | cdf(double x). | 
| static double | cdf(double alpha,
    double x). | 
| static double | cdf(double alpha,
    double lambda,
    double delta,
    double x). | 
|  double | density(double x)Returns f (x), the density evaluated at x. | 
| static double | density(double alpha,
        double x). | 
| static double | density(double alpha,
        double lambda,
        double delta,
        double x). | 
|  double | getAlpha(). | 
|  double | getDelta(). | 
| static WeibullDist | getInstanceFromMLE(double[] x,
                   int n). | 
|  double | getLambda(). | 
|  double | getMean()Returns the mean. | 
| static double | getMean(double alpha,
        double lambda,
        double delta). | 
| static double[] | getMLE(double[] x,
       int n). | 
|  double[] | getParams(). | 
|  double | getStandardDeviation()Returns the standard deviation. | 
| static double | getStandardDeviation(double alpha,
                     double lambda,
                     double delta). | 
|  double | getVariance()Returns the variance. | 
| static double | getVariance(double alpha,
            double lambda,
            double delta). | 
|  double | inverseF(double u)Returns the inverse distribution function x = F-1(u). | 
| static double | inverseF(double alpha,
         double x). | 
| static double | inverseF(double alpha,
         double lambda,
         double delta,
         double u). | 
|  void | setParams(double alpha,
          double lambda,
          double delta). | 
|  String | toString(). | 
| Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution | 
|---|
| getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup | 
| Methods inherited from class java.lang.Object | 
|---|
| equals, getClass, hashCode, notify, notifyAll, wait, wait, wait | 
| Constructor Detail | 
|---|
public WeibullDist(double alpha)
 
public WeibullDist(double alpha,
                   double lambda,
                   double delta)
 
| Method Detail | 
|---|
public double density(double x)
ContinuousDistribution
density in class ContinuousDistributionx - value at which the density is evaluated
public double cdf(double x)
Distribution 
 
public double barF(double x)
ContinuousDistribution
barF in interface DistributionbarF in class ContinuousDistributionx - value at which the complementary distribution function is evaluated
public double inverseF(double u)
ContinuousDistribution
inverseF in interface DistributioninverseF in class ContinuousDistributionu - value at which the inverse distribution function is evaluated
public double getMean()
ContinuousDistribution
getMean in interface DistributiongetMean in class ContinuousDistributionpublic double getVariance()
ContinuousDistribution
getVariance in interface DistributiongetVariance in class ContinuousDistributionpublic double getStandardDeviation()
ContinuousDistribution
getStandardDeviation in interface DistributiongetStandardDeviation in class ContinuousDistribution
public static double density(double alpha,
                             double lambda,
                             double delta,
                             double x)
 
public static double density(double alpha,
                             double x)
 
public static double cdf(double alpha,
                         double lambda,
                         double delta,
                         double x)
 
public static double cdf(double alpha,
                         double x)
 
public static double barF(double alpha,
                          double lambda,
                          double delta,
                          double x)
 
public static double barF(double alpha,
                          double x)
 
public static double inverseF(double alpha,
                              double lambda,
                              double delta,
                              double u)
 
public static double inverseF(double alpha,
                              double x)
 
public static double[] getMLE(double[] x,
                              int n)
![\begin{tabb}
 Estimates the parameters $(\alpha, \lambda)$\ of the Weibull distr...
 ...\alpha}}
 \end{eqnarray*} See\cite[page 303]{sLAW00a}.
 \end{detailed}\end{tabb}](WeibullDistimg12.png) 
  ,
, 
  ,
, 
  = 0]
 = 0]
public static WeibullDist getInstanceFromMLE(double[] x,
                                             int n)
![\begin{tabb}
 Creates a new instance of a Weibull distribution with parameters $...
 ...thod based on the $n$\ observations
 $x[i]$, $i = 0, 1, \ldots, n-1$.
 \end{tabb}](WeibullDistimg16.png) 
 
public static double getMean(double alpha,
                             double lambda,
                             double delta)
 
 
public static double getVariance(double alpha,
                                 double lambda,
                                 double delta)
 
 
public static double getStandardDeviation(double alpha,
                                          double lambda,
                                          double delta)
 
 
public double getAlpha()
 
public double getLambda()
 
public double getDelta()
 
public void setParams(double alpha,
                      double lambda,
                      double delta)
 
public double[] getParams()
![\begin{tabb}
 Return a table containing the parameters of the current distributi...
 ... This table is put in regular order: [$\alpha$, $\lambda$, $\delta$].
 \end{tabb}](WeibullDistimg24.png) 
 
public String toString()
 
toString in class Object| 
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