dMW {RelDists} | R Documentation |
The Modified Weibull distribution
Description
Density, distribution function, quantile function,
random generation and hazard function for the modified weibull distribution
with parameters mu
, sigma
and nu
.
Usage
dMW(x, mu, sigma, nu, log = FALSE)
pMW(q, mu, sigma, nu, lower.tail = TRUE, log.p = FALSE)
qMW(p, mu, sigma, nu, lower.tail = TRUE, log.p = FALSE)
rMW(n, mu, sigma, nu)
hMW(x, mu, sigma, nu)
Arguments
x , q |
vector of quantiles. |
mu |
shape parameter one. |
sigma |
parameter two. |
nu |
scale parameter three. |
log , log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]. |
p |
vector of probabilities. |
n |
number of observations. |
Details
The modified weibull distribution with parameters mu
, sigma
and nu
has density given by
f(x) = \mu (\sigma + \nu x) x^{\sigma - 1} \exp(\nu x) \exp(-\mu x^{\sigma} \exp(\nu x))
for x > 0
, \mu > 0
, \sigma \geq 0
and \nu \geq 0
.
Value
dMW
gives the density, pMW
gives the distribution
function, qMW
gives the quantile function, rMW
generates random deviates and hMW
gives the hazard function.
Author(s)
Johan David Marin Benjumea, johand.marin@udea.edu.co
References
Almalki SJ, Nadarajah S (2014). “Modifications of the Weibull distribution: A review.” Reliability Engineering & System Safety, 124, 32–55. doi:10.1016/j.ress.2013.11.010.
Lai CD, Xie M, Murthy DNP (2003). “A modified Weibull distribution.” IEEE Transactions on reliability, 52(1), 33–37.
Examples
old_par <- par(mfrow = c(1, 1)) # save previous graphical parameters
## The probability density function
curve(dMW(x, mu=2, sigma=1.5, nu=0.2), from=0, to=2,
ylim=c(0, 1.5), col="red", las=1, ylab="f(x)")
## The cumulative distribution and the Reliability function
par(mfrow = c(1, 2))
curve(pMW(x, mu=2, sigma=1.5, nu=0.2), from=0, to=2,
col = "red", las=1, ylab="F(x)")
curve(pMW(x, mu=2, sigma=1.5, nu=0.2, lower.tail = FALSE),
from=0, to=2, col="red", las=1, ylab ="R(x)")
## The quantile function
p <- seq(from=0, to=0.9999, length.out=100)
plot(x=qMW(p, mu=2, sigma=1.5, nu=0.2), y=p, xlab="Quantile",
las=1, ylab="Probability")
curve(pMW(x, mu=2, sigma=1.5, nu=0.2), from=0, add=TRUE, col="red")
## The random function
hist(rMW(n=1000, mu=2, sigma=1.5, nu=0.2), freq=FALSE,
xlab="x", las=1, main="")
curve(dMW(x, mu=2, sigma=1.5, nu=0.2), from=0, add=TRUE, col="red")
## The Hazard function
par(mfrow=c(1,1))
curve(hMW(x, mu=2, sigma=1.5, nu=0.2), from=0, to=1.5, ylim=c(0, 5),
col="red", las=1, ylab="H(x)", las=1)
par(old_par) # restore previous graphical parameters