udweibull {Runuran}

UNU.RAN object for Weibull distribution

Description

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

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

Usage

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 \sigma has density given by

f(x) = (a/\sigma) {(x/\sigma)}^{a-1} \exp (-{(x/\sigma)}^{a})

for x \ge 0.

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

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

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.

See Also

unuran.cont.

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)