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Weibull distribution - Wikipedia
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class="vector-toc-list"> <li id="toc-Standard_parameterization" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Standard_parameterization"> <div class="vector-toc-text"> <span class="vector-toc-numb">1.1</span> <span>Standard parameterization</span> </div> </a> <ul id="toc-Standard_parameterization-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Alternative_parameterizations" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Alternative_parameterizations"> <div class="vector-toc-text"> <span class="vector-toc-numb">1.2</span> <span>Alternative parameterizations</span> </div> </a> <ul id="toc-Alternative_parameterizations-sublist" class="vector-toc-list"> <li id="toc-First_alternative" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#First_alternative"> <div class="vector-toc-text"> <span class="vector-toc-numb">1.2.1</span> <span>First alternative</span> </div> </a> <ul id="toc-First_alternative-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Second_alternative" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Second_alternative"> <div class="vector-toc-text"> <span class="vector-toc-numb">1.2.2</span> <span>Second alternative</span> </div> </a> <ul id="toc-Second_alternative-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> </ul> </li> <li id="toc-Properties" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Properties"> <div class="vector-toc-text"> <span class="vector-toc-numb">2</span> <span>Properties</span> </div> </a> <button aria-controls="toc-Properties-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Properties subsection</span> </button> <ul id="toc-Properties-sublist" class="vector-toc-list"> <li id="toc-Density_function" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Density_function"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.1</span> <span>Density function</span> </div> </a> <ul id="toc-Density_function-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Cumulative_distribution_function" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Cumulative_distribution_function"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.2</span> <span>Cumulative distribution function</span> </div> </a> <ul id="toc-Cumulative_distribution_function-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Moments" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Moments"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.3</span> <span>Moments</span> </div> </a> <ul id="toc-Moments-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Moment_generating_function" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Moment_generating_function"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.4</span> <span>Moment generating function</span> </div> </a> <ul id="toc-Moment_generating_function-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Minima" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Minima"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.5</span> <span>Minima</span> </div> </a> <ul id="toc-Minima-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Reparametrization_tricks" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Reparametrization_tricks"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.6</span> <span>Reparametrization tricks</span> </div> </a> <ul id="toc-Reparametrization_tricks-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Shannon_entropy" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Shannon_entropy"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.7</span> <span>Shannon entropy</span> </div> </a> <ul id="toc-Shannon_entropy-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Kullback–Leibler_divergence" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Kullback–Leibler_divergence"> <div class="vector-toc-text"> <span class="vector-toc-numb">2.8</span> <span>Kullback–Leibler divergence</span> </div> </a> <ul id="toc-Kullback–Leibler_divergence-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Parameter_estimation" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Parameter_estimation"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>Parameter estimation</span> </div> </a> <button aria-controls="toc-Parameter_estimation-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Parameter estimation subsection</span> </button> <ul id="toc-Parameter_estimation-sublist" class="vector-toc-list"> <li id="toc-Ordinary_least_square_using_Weibull_plot" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Ordinary_least_square_using_Weibull_plot"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Ordinary least square using Weibull plot</span> </div> </a> <ul id="toc-Ordinary_least_square_using_Weibull_plot-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Method_of_moments" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Method_of_moments"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2</span> <span>Method of moments</span> </div> </a> <ul id="toc-Method_of_moments-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Maximum_likelihood" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Maximum_likelihood"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.3</span> <span>Maximum likelihood</span> </div> </a> <ul id="toc-Maximum_likelihood-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Applications" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Applications"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Applications</span> </div> </a> <ul id="toc-Applications-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Related_distributions" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Related_distributions"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>Related distributions</span> </div> </a> <ul id="toc-Related_distributions-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Bibliography" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Bibliography"> <div class="vector-toc-text"> <span class="vector-toc-numb">8</span> <span>Bibliography</span> </div> </a> <ul id="toc-Bibliography-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-External_links" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#External_links"> <div class="vector-toc-text"> <span class="vector-toc-numb">9</span> <span>External links</span> </div> </a> <ul id="toc-External_links-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" title="Table of Contents" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-page-titlebar-toc" class="vector-dropdown-checkbox " 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Available in 24 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-24" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">24 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ar mw-list-item"><a href="https://ar.wikipedia.org/wiki/%D8%AA%D9%88%D8%B2%D9%8A%D8%B9_%D9%88%D8%A7%D9%8A%D8%A8%D9%88%D9%84" title="توزيع وايبول – Arabic" lang="ar" hreflang="ar" data-title="توزيع وايبول" data-language-autonym="العربية" data-language-local-name="Arabic" class="interlanguage-link-target"><span>العربية</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Distribuci%C3%B3_de_Weibull" title="Distribució de Weibull – Catalan" lang="ca" hreflang="ca" data-title="Distribució de Weibull" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/Weibullovo_rozd%C4%9Blen%C3%AD" title="Weibullovo rozdělení – Czech" lang="cs" hreflang="cs" data-title="Weibullovo rozdělení" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Weibull-Verteilung" title="Weibull-Verteilung – German" lang="de" hreflang="de" data-title="Weibull-Verteilung" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Distribuci%C3%B3n_de_Weibull" title="Distribución de Weibull – Spanish" lang="es" hreflang="es" data-title="Distribución de Weibull" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D8%AA%D9%88%D8%B2%DB%8C%D8%B9_%D9%88%DB%8C%D8%A8%D9%88%D9%84" title="توزیع ویبول – Persian" lang="fa" hreflang="fa" data-title="توزیع ویبول" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Loi_de_Weibull" title="Loi de Weibull – French" lang="fr" hreflang="fr" data-title="Loi de Weibull" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-gl mw-list-item"><a href="https://gl.wikipedia.org/wiki/Distribuci%C3%B3n_Weibull" title="Distribución Weibull – Galician" lang="gl" hreflang="gl" data-title="Distribución Weibull" data-language-autonym="Galego" data-language-local-name="Galician" class="interlanguage-link-target"><span>Galego</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EB%B2%A0%EC%9D%B4%EB%B6%88_%EB%B6%84%ED%8F%AC" title="베이불 분포 – Korean" lang="ko" hreflang="ko" data-title="베이불 분포" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Distribuzione_di_Weibull" title="Distribuzione di Weibull – Italian" lang="it" hreflang="it" data-title="Distribuzione di Weibull" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%94%D7%AA%D7%A4%D7%9C%D7%92%D7%95%D7%AA_%D7%95%D7%99%D7%99%D7%91%D7%95%D7%9C" title="התפלגות וייבול – Hebrew" lang="he" hreflang="he" data-title="התפלגות וייבול" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-hu mw-list-item"><a href="https://hu.wikipedia.org/wiki/Weibull-eloszl%C3%A1s" title="Weibull-eloszlás – Hungarian" lang="hu" hreflang="hu" data-title="Weibull-eloszlás" data-language-autonym="Magyar" data-language-local-name="Hungarian" class="interlanguage-link-target"><span>Magyar</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Weibull-verdeling" title="Weibull-verdeling – Dutch" lang="nl" hreflang="nl" data-title="Weibull-verdeling" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%83%AF%E3%82%A4%E3%83%96%E3%83%AB%E5%88%86%E5%B8%83" title="ワイブル分布 – Japanese" lang="ja" hreflang="ja" data-title="ワイブル分布" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Rozk%C5%82ad_Weibulla" title="Rozkład Weibulla – Polish" lang="pl" hreflang="pl" data-title="Rozkład Weibulla" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-pt mw-list-item"><a href="https://pt.wikipedia.org/wiki/Distribui%C3%A7%C3%A3o_de_Weibull" title="Distribuição de Weibull – Portuguese" lang="pt" hreflang="pt" data-title="Distribuição de Weibull" data-language-autonym="Português" data-language-local-name="Portuguese" class="interlanguage-link-target"><span>Português</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%A0%D0%B0%D1%81%D0%BF%D1%80%D0%B5%D0%B4%D0%B5%D0%BB%D0%B5%D0%BD%D0%B8%D0%B5_%D0%92%D0%B5%D0%B9%D0%B1%D1%83%D0%BB%D0%BB%D0%B0" title="Распределение Вейбулла – Russian" lang="ru" hreflang="ru" data-title="Распределение Вейбулла" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-sl mw-list-item"><a href="https://sl.wikipedia.org/wiki/Weibullova_porazdelitev" title="Weibullova porazdelitev – Slovenian" lang="sl" hreflang="sl" data-title="Weibullova porazdelitev" data-language-autonym="Slovenščina" data-language-local-name="Slovenian" class="interlanguage-link-target"><span>Slovenščina</span></a></li><li class="interlanguage-link interwiki-su mw-list-item"><a href="https://su.wikipedia.org/wiki/Sebaran_Weibull" title="Sebaran Weibull – Sundanese" lang="su" hreflang="su" data-title="Sebaran Weibull" data-language-autonym="Sunda" data-language-local-name="Sundanese" class="interlanguage-link-target"><span>Sunda</span></a></li><li class="interlanguage-link interwiki-sv mw-list-item"><a href="https://sv.wikipedia.org/wiki/Weibullf%C3%B6rdelning" title="Weibullfördelning – Swedish" lang="sv" hreflang="sv" data-title="Weibullfördelning" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-tr mw-list-item"><a href="https://tr.wikipedia.org/wiki/Weibull_da%C4%9F%C4%B1l%C4%B1m%C4%B1" title="Weibull dağılımı – Turkish" lang="tr" hreflang="tr" data-title="Weibull dağılımı" data-language-autonym="Türkçe" data-language-local-name="Turkish" class="interlanguage-link-target"><span>Türkçe</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%A0%D0%BE%D0%B7%D0%BF%D0%BE%D0%B4%D1%96%D0%BB_%D0%92%D0%B5%D0%B9%D0%B1%D1%83%D0%BB%D0%BB%D0%B0" title="Розподіл Вейбулла – Ukrainian" lang="uk" hreflang="uk" data-title="Розподіл Вейбулла" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-zh-yue mw-list-item"><a href="https://zh-yue.wikipedia.org/wiki/Weibull%E5%88%86%E4%BD%88" title="Weibull分佈 – Cantonese" lang="yue" hreflang="yue" data-title="Weibull分佈" data-language-autonym="粵語" data-language-local-name="Cantonese" class="interlanguage-link-target"><span>粵語</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E9%9F%A6%E4%BC%AF%E5%88%86%E5%B8%83" title="韦伯分布 – Chinese" lang="zh" hreflang="zh" data-title="韦伯分布" data-language-autonym="中文" data-language-local-name="Chinese" class="interlanguage-link-target"><span>中文</span></a></li> </ul> <div class="after-portlet after-portlet-lang"><span class="wb-langlinks-edit wb-langlinks-link"><a href="https://www.wikidata.org/wiki/Special:EntityPage/Q732332#sitelinks-wikipedia" title="Edit interlanguage links" class="wbc-editpage">Edit links</a></span></div> </div> </div> </div> </header> <div class="vector-page-toolbar"> <div class="vector-page-toolbar-container"> <div id="left-navigation"> <nav aria-label="Namespaces"> <div id="p-associated-pages" class="vector-menu vector-menu-tabs mw-portlet mw-portlet-associated-pages" > <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li id="ca-nstab-main" class="selected vector-tab-noicon mw-list-item"><a href="/wiki/Weibull_distribution" title="View the 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<div class="mw-indicators"> </div> <div id="siteSub" class="noprint">From Wikipedia, the free encyclopedia</div> </div> <div id="contentSub"><div id="mw-content-subtitle"></div></div> <div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Continuous probability distribution</div> <style data-mw-deduplicate="TemplateStyles:r1257001546">.mw-parser-output .infobox-subbox{padding:0;border:none;margin:-3px;width:auto;min-width:100%;font-size:100%;clear:none;float:none;background-color:transparent}.mw-parser-output .infobox-3cols-child{margin:auto}.mw-parser-output .infobox .navbar{font-size:100%}@media screen{html.skin-theme-clientpref-night .mw-parser-output .infobox-full-data:not(.notheme)>div:not(.notheme)[style]{background:#1f1f23!important;color:#f8f9fa}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .infobox-full-data:not(.notheme) div:not(.notheme){background:#1f1f23!important;color:#f8f9fa}}@media(min-width:640px){body.skin--responsive .mw-parser-output .infobox-table{display:table!important}body.skin--responsive .mw-parser-output .infobox-table>caption{display:table-caption!important}body.skin--responsive .mw-parser-output .infobox-table>tbody{display:table-row-group}body.skin--responsive .mw-parser-output .infobox-table tr{display:table-row!important}body.skin--responsive .mw-parser-output .infobox-table th,body.skin--responsive .mw-parser-output .infobox-table td{padding-left:inherit;padding-right:inherit}}</style><style data-mw-deduplicate="TemplateStyles:r1259743904">.mw-parser-output .ib-prob-dist{border-collapse:collapse;width:20em}.mw-parser-output .ib-prob-dist td,.mw-parser-output .ib-prob-dist th{border:1px solid var(--border-color-base,#a2a9b1);padding:0.3em 0.4em}.mw-parser-output .ib-prob-dist .infobox-subheader{text-align:left}.mw-parser-output .ib-prob-dist-image{background:var(--background-color-neutral,#eaecf0);font-weight:bold;text-align:center}</style><table class="infobox infobox-table ib-prob-dist"><caption class="infobox-title">Weibull (2-parameter)</caption><tbody><tr><td colspan="4" class="infobox-image"> <div class="ib-prob-dist-image">Probability density function</div><span typeof="mw:File"><a href="/wiki/File:Weibull_PDF.svg" class="mw-file-description" title="Probability distribution function"><img alt="Probability distribution function" src="//upload.wikimedia.org/wikipedia/commons/thumb/5/58/Weibull_PDF.svg/325px-Weibull_PDF.svg.png" decoding="async" width="325" height="318" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/5/58/Weibull_PDF.svg/488px-Weibull_PDF.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/5/58/Weibull_PDF.svg/650px-Weibull_PDF.svg.png 2x" data-file-width="824" data-file-height="805" /></a></span></td></tr><tr><td colspan="4" class="infobox-image"> <div class="ib-prob-dist-image">Cumulative distribution function</div><span typeof="mw:File"><a href="/wiki/File:Weibull_CDF.svg" class="mw-file-description" title="Cumulative distribution function"><img alt="Cumulative distribution function" src="//upload.wikimedia.org/wikipedia/commons/thumb/7/7e/Weibull_CDF.svg/325px-Weibull_CDF.svg.png" decoding="async" width="325" height="318" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/7/7e/Weibull_CDF.svg/488px-Weibull_CDF.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/7/7e/Weibull_CDF.svg/650px-Weibull_CDF.svg.png 2x" data-file-width="824" data-file-height="805" /></a></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameters</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda \in (0,+\infty )\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> <mo>∈<!-- ∈ --></mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">∞<!-- ∞ --></mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda \in (0,+\infty )\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4e9cf547b1456e7a12b88fb882af318cf8ed93be" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.721ex; height:2.843ex;" alt="{\displaystyle \lambda \in (0,+\infty )\,}"></span> <a href="/wiki/Scale_parameter" title="Scale parameter">scale</a> <br /><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k\in (0,+\infty )\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>∈<!-- ∈ --></mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">∞<!-- ∞ --></mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k\in (0,+\infty )\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0f15e92c44be94632cc3971dcf77bb57b9c54bd8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.577ex; height:2.843ex;" alt="{\displaystyle k\in (0,+\infty )\,}"></span> <a href="/wiki/Shape_parameter" title="Shape parameter">shape</a></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Support_(mathematics)" title="Support (mathematics)">Support</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\in [0,+\infty )\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>∈<!-- ∈ --></mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">∞<!-- ∞ --></mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\in [0,+\infty )\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7825a65e5be6c8a35a11eca156c1d69947afe3ca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.437ex; height:2.843ex;" alt="{\displaystyle x\in [0,+\infty )\,}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Probability_density_function" title="Probability density function">PDF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)={\begin{cases}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0.\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>x</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>,</mo> </mtd> <mtd> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> <mo>,</mo> </mtd> <mtd> <mi>x</mi> <mo><</mo> <mn>0.</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)={\begin{cases}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0.\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4008c6ae7eecac625daa17962ce6567e49bea364" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:36.355ex; height:7.843ex;" alt="{\displaystyle f(x)={\begin{cases}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0.\end{cases}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">CDF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x)={\begin{cases}1-e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0.\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mn>1</mn> <mo>−<!-- − --></mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>,</mo> </mtd> <mtd> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> <mo>,</mo> </mtd> <mtd> <mi>x</mi> <mo><</mo> <mn>0.</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x)={\begin{cases}1-e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0.\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d3ebb63fb2e478eae22065a3c28829bc37f64ba1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:31.136ex; height:6.176ex;" alt="{\displaystyle F(x)={\begin{cases}1-e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0.\end{cases}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Quantile_function" title="Quantile function">Quantile</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Q(p)=\lambda (-\ln(1-p))^{\frac {1}{k}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Q</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Q(p)=\lambda (-\ln(1-p))^{\frac {1}{k}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/91f5cfe46e5a8431bd1f70daf6248f53892334ca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.96ex; height:4.009ex;" alt="{\displaystyle Q(p)=\lambda (-\ln(1-p))^{\frac {1}{k}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Expected_value" title="Expected value">Mean</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda \,\Gamma (1+1/k)\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> <mspace width="thinmathspace" /> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda \,\Gamma (1+1/k)\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7f5fcff3ff516836a57147e75a081078fae9309e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.93ex; height:2.843ex;" alt="{\displaystyle \lambda \,\Gamma (1+1/k)\,}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Median" title="Median">Median</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda (\ln 2)^{1/k}\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> <mo stretchy="false">(</mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mn>2</mn> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda (\ln 2)^{1/k}\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8ebc9bce539d77c38ca468b0a4f430b06fe73d77" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.773ex; height:3.343ex;" alt="{\displaystyle \lambda (\ln 2)^{1/k}\,}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{cases}\lambda \left({\frac {k-1}{k}}\right)^{1/k}\,,&k>1,\\0,&k\leq 1.\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mi>λ<!-- λ --></mi> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> <mi>k</mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> <mspace width="thinmathspace" /> <mo>,</mo> </mtd> <mtd> <mi>k</mi> <mo>></mo> <mn>1</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> <mo>,</mo> </mtd> <mtd> <mi>k</mi> <mo>≤<!-- ≤ --></mo> <mn>1.</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{cases}\lambda \left({\frac {k-1}{k}}\right)^{1/k}\,,&k>1,\\0,&k\leq 1.\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59746dda8b988a669851dc92e4906deecb6c5b4c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.505ex; width:22.757ex; height:8.176ex;" alt="{\displaystyle {\begin{cases}\lambda \left({\frac {k-1}{k}}\right)^{1/k}\,,&k>1,\\0,&k\leq 1.\end{cases}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Variance" title="Variance">Variance</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda ^{2}\left[\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}\right]\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow> <mo>[</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>2</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>−<!-- − --></mo> <msup> <mrow> <mo>(</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> <mo>]</mo> </mrow> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda ^{2}\left[\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}\right]\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/55fa6b5cdbe81bb9e6aa0452a2c619623cb23f14" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:35.832ex; height:7.509ex;" alt="{\displaystyle \lambda ^{2}\left[\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}\right]\,}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Skewness" title="Skewness">Skewness</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {\Gamma (1+3/k)\lambda ^{3}-3\mu \sigma ^{2}-\mu ^{3}}{\sigma ^{3}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mn>3</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo>−<!-- − --></mo> <mn>3</mn> <mi>μ<!-- μ --></mi> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−<!-- − --></mo> <msup> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mrow> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {\Gamma (1+3/k)\lambda ^{3}-3\mu \sigma ^{2}-\mu ^{3}}{\sigma ^{3}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d4687dd1de1cc08d3945ffb23108a6b84299e7e2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.171ex; width:27.132ex; height:6.176ex;" alt="{\displaystyle {\frac {\Gamma (1+3/k)\lambda ^{3}-3\mu \sigma ^{2}-\mu ^{3}}{\sigma ^{3}}}}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Excess_kurtosis" class="mw-redirect" title="Excess kurtosis">Excess kurtosis</a></th><td colspan="3" class="infobox-data"> (see text)</td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Information_entropy" class="mw-redirect" title="Information entropy">Entropy</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma (1-1/k)+\ln(\lambda /k)+1\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mn>1</mn> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma (1-1/k)+\ln(\lambda /k)+1\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/dda93c629aa3570a4a93b4b06c17de5aa169da0f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.319ex; height:2.843ex;" alt="{\displaystyle \gamma (1-1/k)+\ln(\lambda /k)+1\,}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Moment-generating_function" title="Moment-generating function">MGF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{n=0}^{\infty }{\frac {t^{n}\lambda ^{n}}{n!}}\Gamma (1+n/k),\ k\geq 1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞<!-- ∞ --></mi> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mrow> <mrow> <mi>n</mi> <mo>!</mo> </mrow> </mfrac> </mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> <mo>,</mo> <mtext> </mtext> <mi>k</mi> <mo>≥<!-- ≥ --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum _{n=0}^{\infty }{\frac {t^{n}\lambda ^{n}}{n!}}\Gamma (1+n/k),\ k\geq 1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e7804c3670b96bb8abc9f9b0d97f7112fdd46f97" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:27.33ex; height:6.843ex;" alt="{\displaystyle \sum _{n=0}^{\infty }{\frac {t^{n}\lambda ^{n}}{n!}}\Gamma (1+n/k),\ k\geq 1}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Characteristic_function_(probability_theory)" title="Characteristic function (probability theory)">CF</a></th><td colspan="3" class="infobox-data"> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{n=0}^{\infty }{\frac {(it)^{n}\lambda ^{n}}{n!}}\Gamma (1+n/k)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞<!-- ∞ --></mi> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo stretchy="false">(</mo> <mi>i</mi> <mi>t</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mrow> <mrow> <mi>n</mi> <mo>!</mo> </mrow> </mfrac> </mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum _{n=0}^{\infty }{\frac {(it)^{n}\lambda ^{n}}{n!}}\Gamma (1+n/k)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b2e10044b884683e5083847ccb8aa3df64f990b2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:22.855ex; height:6.843ex;" alt="{\displaystyle \sum _{n=0}^{\infty }{\frac {(it)^{n}\lambda ^{n}}{n!}}\Gamma (1+n/k)}"></span></td></tr><tr><th scope="row" class="infobox-label"><a href="/wiki/Kullback%E2%80%93Leibler_divergence" title="Kullback–Leibler divergence">Kullback–Leibler divergence</a></th><td colspan="3" class="infobox-data"> see below</td></tr></tbody></table> <p>In <a href="/wiki/Probability_theory" title="Probability theory">probability theory</a> and <a href="/wiki/Statistics" title="Statistics">statistics</a>, the <b>Weibull distribution</b> <span class="rt-commentedText nowrap"><span class="IPA nopopups noexcerpt" lang="en-fonipa"><a href="/wiki/Help:IPA/English" title="Help:IPA/English">/<span style="border-bottom:1px dotted"><span title="/ˈ/: primary stress follows">ˈ</span><span title="'w' in 'wind'">w</span><span title="/aɪ/: 'i' in 'tide'">aɪ</span><span title="'b' in 'buy'">b</span><span title="/ʊ/: 'u' in 'push'">ʊ</span><span title="'l' in 'lie'">l</span></span>/</a></span></span> is a continuous <a href="/wiki/Probability_distribution" title="Probability distribution">probability distribution</a>. It models a broad range of random variables, largely in the nature of a time to failure or time between events. Examples are maximum one-day rainfalls and the time a user spends on a web page. </p><p>The distribution is named after Swedish mathematician <a href="/wiki/Waloddi_Weibull" title="Waloddi Weibull">Waloddi Weibull</a>, who described it in detail in 1939,<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> although it was first identified by <a href="/wiki/Ren%C3%A9_Maurice_Fr%C3%A9chet" title="René Maurice Fréchet">René Maurice Fréchet</a> and first applied by <a href="#CITEREFRosinRammler1933">Rosin & Rammler (1933)</a> to describe a <a href="/wiki/Particle-size_distribution" title="Particle-size distribution">particle size distribution</a>. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Definition">Definition</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=1" title="Edit section: Definition"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Standard_parameterization">Standard parameterization</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=2" title="Edit section: Standard parameterization"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Probability_density_function" title="Probability density function">probability density function</a> of a Weibull <a href="/wiki/Random_variable" title="Random variable">random variable</a> is<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;\lambda ,k)={\begin{cases}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0,\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>λ<!-- λ --></mi> <mo>,</mo> <mi>k</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>x</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>,</mo> </mtd> <mtd> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> <mo>,</mo> </mtd> <mtd> <mi>x</mi> <mo><</mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;\lambda ,k)={\begin{cases}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0,\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/05e3bcdfd2495ee90297718ab601e9b167b96b0f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:40.989ex; height:7.843ex;" alt="{\displaystyle f(x;\lambda ,k)={\begin{cases}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}},&x\geq 0,\\0,&x<0,\end{cases}}}"></span></dd></dl> <p>where <i>k</i> > 0 is the <i><a href="/wiki/Shape_parameter" title="Shape parameter">shape parameter</a></i> and λ > 0 is the <i><a href="/wiki/Scale_parameter" title="Scale parameter">scale parameter</a></i> of the distribution. Its <a href="/wiki/Cumulative_distribution_function#Complementary_cumulative_distribution_function_(tail_distribution)" title="Cumulative distribution function">complementary cumulative distribution function</a> is a <a href="/wiki/Stretched_exponential_function" title="Stretched exponential function">stretched exponential function</a>. The Weibull distribution is related to a number of other probability distributions; in particular, it <a href="/wiki/Interpolation" title="Interpolation">interpolates</a> between the <a href="/wiki/Exponential_distribution" title="Exponential distribution">exponential distribution</a> (<i>k</i> = 1) and the <a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh distribution</a> (<i>k</i> = 2 and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda ={\sqrt {2}}\sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>2</mn> </msqrt> </mrow> <mi>σ<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda ={\sqrt {2}}\sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9a7a2872f7bce070c0e67b5db632b285301f4cec" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.882ex; height:3.009ex;" alt="{\displaystyle \lambda ={\sqrt {2}}\sigma }"></span>).<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> </p><p>If the quantity, <i>x,</i> is a "time-to-failure", the Weibull distribution gives a distribution for which the <a href="/wiki/Failure_rate" title="Failure rate">failure rate</a> is proportional to a power of time. The <i>shape</i> parameter, <i>k</i>, is that power plus one, and so this parameter can be interpreted directly as follows:<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup> </p> <ul><li>A value of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k<1\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo><</mo> <mn>1</mn> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k<1\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7a6b9bf087f37f4b26612ebe865b12a8ea668c31" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.859ex; height:2.176ex;" alt="{\displaystyle k<1\,}"></span> indicates that the <a href="/wiki/Failure_rate" title="Failure rate">failure rate</a> decreases over time (like in case of the <a href="/wiki/Lindy_effect" title="Lindy effect">Lindy effect</a>, which however corresponds to <a href="/wiki/Pareto_distribution" title="Pareto distribution">Pareto distributions</a><sup id="cite_ref-:0_7-0" class="reference"><a href="#cite_note-:0-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup> rather than Weibull distributions). This happens if there is significant "infant mortality", or defective items failing early and the failure rate decreasing over time as the defective items are weeded out of the population. In the context of the <a href="/wiki/Bass_diffusion_model" title="Bass diffusion model">diffusion of innovations</a>, this means negative word of mouth: the <a href="/wiki/Failure_rate#hazard_function" title="Failure rate">hazard function</a> is a monotonically decreasing function of the proportion of adopters;</li> <li>A value of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=1\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>1</mn> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=1\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/21af42d1129926be7ceb4dd33fd527997ab46f1f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.859ex; height:2.176ex;" alt="{\displaystyle k=1\,}"></span> indicates that the failure rate is constant over time. This might suggest random external events are causing mortality, or failure. The Weibull distribution reduces to an exponential distribution;</li> <li>A value of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k>1\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>></mo> <mn>1</mn> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k>1\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b5fff5e154b7e2692c7e29f152fcfe4ee19c4c7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.859ex; height:2.176ex;" alt="{\displaystyle k>1\,}"></span> indicates that the failure rate increases with time. This happens if there is an "aging" process, or parts that are more likely to fail as time goes on. In the context of the <a href="/wiki/Bass_diffusion_model" title="Bass diffusion model">diffusion of innovations</a>, this means positive word of mouth: the hazard function is a monotonically increasing function of the proportion of adopters. The function is first convex, then concave with an inflection point at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (e^{1/k}-1)/e^{1/k},\,k>1\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> <mo>−<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> <mo>,</mo> <mspace width="thinmathspace" /> <mi>k</mi> <mo>></mo> <mn>1</mn> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (e^{1/k}-1)/e^{1/k},\,k>1\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2ab90f6acb10b2acef25176c8cecbd8c439c2262" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.887ex; height:3.343ex;" alt="{\displaystyle (e^{1/k}-1)/e^{1/k},\,k>1\,}"></span>.</li></ul> <p>In the field of <a href="/wiki/Materials_science" title="Materials science">materials science</a>, the shape parameter <i>k</i> of a distribution of strengths is known as the <a href="/wiki/Weibull_modulus" title="Weibull modulus">Weibull modulus</a>. In the context of <a href="/wiki/Diffusion_of_innovations" title="Diffusion of innovations">diffusion of innovations</a>, the Weibull distribution is a "pure" imitation/rejection model. </p> <div class="mw-heading mw-heading3"><h3 id="Alternative_parameterizations">Alternative parameterizations</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=3" title="Edit section: Alternative parameterizations"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading4"><h4 id="First_alternative">First alternative</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=4" title="Edit section: First alternative"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Applications in <a href="/wiki/Medical_statistics" title="Medical statistics">medical statistics</a> and <a href="/wiki/Econometrics" title="Econometrics">econometrics</a> often adopt a different parameterization.<sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup> The shape parameter <i>k</i> is the same as above, while the scale parameter is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b=\lambda ^{-k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>b</mi> <mo>=</mo> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>k</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b=\lambda ^{-k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/75d6015212afc18ff29110d0b61d0ae8f1933ee0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.819ex; height:2.676ex;" alt="{\displaystyle b=\lambda ^{-k}}"></span>. In this case, for <i>x</i> ≥ 0, the probability density function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;k,b)=bkx^{k-1}e^{-bx^{k}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>b</mi> <mi>k</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>b</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;k,b)=bkx^{k-1}e^{-bx^{k}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fca61110b30ff8c4750561792013a78a7924f3ed" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:24.267ex; height:3.509ex;" alt="{\displaystyle f(x;k,b)=bkx^{k-1}e^{-bx^{k}},}"></span></dd></dl> <p>the cumulative distribution function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;k,b)=1-e^{-bx^{k}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>b</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;k,b)=1-e^{-bx^{k}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/372d388c3351b80f95b047852e7c252fb1512845" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:22.004ex; height:3.509ex;" alt="{\displaystyle F(x;k,b)=1-e^{-bx^{k}},}"></span></dd></dl> <p>the quantile function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Q(p;k,b)=\left(-{\frac {1}{b}}\ln(1-p)\right)^{\frac {1}{k}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Q</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>b</mi> </mfrac> </mrow> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </msup> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Q(p;k,b)=\left(-{\frac {1}{b}}\ln(1-p)\right)^{\frac {1}{k}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7f8ebba3ccfa7f3bc646e92439c24bdcfe52fdd5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:31.139ex; height:7.176ex;" alt="{\displaystyle Q(p;k,b)=\left(-{\frac {1}{b}}\ln(1-p)\right)^{\frac {1}{k}},}"></span></dd></dl> <p>the hazard function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle h(x;k,b)=bkx^{k-1},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>h</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>b</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>b</mi> <mi>k</mi> <msup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle h(x;k,b)=bkx^{k-1},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b1719ed3ccb30cb7ef6459d1c9de75a733e10fc9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:19.228ex; height:3.176ex;" alt="{\displaystyle h(x;k,b)=bkx^{k-1},}"></span></dd></dl> <p>and the mean is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b^{-1/k}\Gamma (1+1/k).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>b</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle b^{-1/k}\Gamma (1+1/k).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/446595c3a23d347a9f83e5326229422ebe22a262" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.457ex; height:3.343ex;" alt="{\displaystyle b^{-1/k}\Gamma (1+1/k).}"></span></dd></dl> <div class="mw-heading mw-heading4"><h4 id="Second_alternative">Second alternative</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=5" title="Edit section: Second alternative"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>A second alternative parameterization can also be found.<sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup> The shape parameter <i>k</i> is the same as in the standard case, while the scale parameter <i>λ</i> is replaced with a rate parameter <i>β</i> = 1/<i>λ</i>. Then, for <i>x</i> ≥ 0, the probability density function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;k,\beta )=\beta k({\beta x})^{k-1}e^{-(\beta x)^{k}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>β<!-- β --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>β<!-- β --></mi> <mi>k</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>β<!-- β --></mi> <mi>x</mi> </mrow> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>β<!-- β --></mi> <mi>x</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;k,\beta )=\beta k({\beta x})^{k-1}e^{-(\beta x)^{k}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2f06c6e5afd3888dd4a4cb37a4913de10f73fe0c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.946ex; height:3.676ex;" alt="{\displaystyle f(x;k,\beta )=\beta k({\beta x})^{k-1}e^{-(\beta x)^{k}}}"></span></dd></dl> <p>the cumulative distribution function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;k,\beta )=1-e^{-(\beta x)^{k}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>β<!-- β --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>β<!-- β --></mi> <mi>x</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;k,\beta )=1-e^{-(\beta x)^{k}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7af5433c7af7fd46628ab37c732e48fdb24a89d6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.854ex; height:3.676ex;" alt="{\displaystyle F(x;k,\beta )=1-e^{-(\beta x)^{k}},}"></span></dd></dl> <p>the quantile function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Q(p;k,\beta )={\frac {1}{\beta }}(-\ln(1-p))^{\frac {1}{k}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Q</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>β<!-- β --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>β<!-- β --></mi> </mfrac> </mrow> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </msup> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Q(p;k,\beta )={\frac {1}{\beta }}(-\ln(1-p))^{\frac {1}{k}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/153c410ec89994edc9666c3cc522af4e0fd9bda3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:30.031ex; height:5.676ex;" alt="{\displaystyle Q(p;k,\beta )={\frac {1}{\beta }}(-\ln(1-p))^{\frac {1}{k}},}"></span></dd></dl> <p>and the hazard function is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle h(x;k,\beta )=\beta k({\beta x})^{k-1}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>h</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>β<!-- β --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>β<!-- β --></mi> <mi>k</mi> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>β<!-- β --></mi> <mi>x</mi> </mrow> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle h(x;k,\beta )=\beta k({\beta x})^{k-1}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/62e96db2dedeaa9f27c2952d1f5f1368f70bb21a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.038ex; height:3.176ex;" alt="{\displaystyle h(x;k,\beta )=\beta k({\beta x})^{k-1}.}"></span></dd></dl> <p>In all three parameterizations, the hazard is decreasing for k < 1, increasing for k > 1 and constant for k = 1, in which case the Weibull distribution reduces to an exponential distribution. </p> <div class="mw-heading mw-heading2"><h2 id="Properties">Properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=6" title="Edit section: Properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Density_function">Density function</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=7" title="Edit section: Density function"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The form of the density function of the Weibull distribution changes drastically with the value of <i>k</i>. For 0 < <i>k</i> < 1, the density function tends to ∞ as <i>x</i> approaches zero from above and is strictly decreasing. For <i>k</i> = 1, the density function tends to 1/<i>λ</i> as <i>x</i> approaches zero from above and is strictly decreasing. For <i>k</i> > 1, the density function tends to zero as <i>x</i> approaches zero from above, increases until its mode and decreases after it. The density function has infinite negative slope at <i>x</i> = 0 if 0 < <i>k</i> < 1, infinite positive slope at <i>x</i> = 0 if 1 < <i>k</i> < 2 and null slope at <i>x</i> = 0 if <i>k</i> > 2. For <i>k</i> = 1 the density has a finite negative slope at <i>x</i> = 0. For <i>k</i> = 2 the density has a finite positive slope at <i>x</i> = 0. As <i>k</i> goes to infinity, the Weibull distribution converges to a <a href="/wiki/Dirac_delta_distribution" class="mw-redirect" title="Dirac delta distribution">Dirac delta distribution</a> centered at <i>x</i> = λ. Moreover, the skewness and coefficient of variation depend only on the shape parameter. A generalization of the Weibull distribution is the <a href="/wiki/Hyperbolastic_functions" title="Hyperbolastic functions">hyperbolastic distribution of type III</a>. </p> <div class="mw-heading mw-heading3"><h3 id="Cumulative_distribution_function">Cumulative distribution function</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=8" title="Edit section: Cumulative distribution function"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a> for the Weibull distribution is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;k,\lambda )=1-e^{-(x/\lambda )^{k}}\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;k,\lambda )=1-e^{-(x/\lambda )^{k}}\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/de232793bfaa7d0e86c987162741864cb1c22a27" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:24.456ex; height:3.676ex;" alt="{\displaystyle F(x;k,\lambda )=1-e^{-(x/\lambda )^{k}}\,}"></span></dd></dl> <p>for <i>x</i> ≥ 0, and <i>F</i>(<i>x</i>; <i>k</i>; λ) = 0 for <i>x</i> < 0. </p><p>If <i>x</i> = λ then <i>F</i>(<i>x</i>; <i>k</i>; λ) = 1 − <i>e</i><sup>−1</sup> ≈ 0.632 for all values of <i>k</i>. Vice versa: at <i>F</i>(<i>x</i>; <i>k</i>; <i>λ</i>) = 0.632 the value of <i>x</i> ≈ <i>λ</i>. </p><p>The quantile (inverse cumulative distribution) function for the Weibull distribution is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Q(p;k,\lambda )=\lambda (-\ln(1-p))^{1/k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Q</mi> <mo stretchy="false">(</mo> <mi>p</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>p</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Q(p;k,\lambda )=\lambda (-\ln(1-p))^{1/k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bf9f043e9d7b32e4c4b2c70b44b4ba31c5c59eab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:29.563ex; height:3.343ex;" alt="{\displaystyle Q(p;k,\lambda )=\lambda (-\ln(1-p))^{1/k}}"></span></dd></dl> <p>for 0 ≤ <i>p</i> < 1. </p><p>The <a href="/wiki/Failure_rate" title="Failure rate">failure rate</a> <i>h</i> (or hazard function) is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle h(x;k,\lambda )={k \over \lambda }\left({x \over \lambda }\right)^{k-1}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>h</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>x</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle h(x;k,\lambda )={k \over \lambda }\left({x \over \lambda }\right)^{k-1}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/754b73fc796b27e5ff222b3a6fdd73e3a42a9363" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:23.205ex; height:5.509ex;" alt="{\displaystyle h(x;k,\lambda )={k \over \lambda }\left({x \over \lambda }\right)^{k-1}.}"></span></dd></dl> <p>The <a href="/wiki/Mean_time_between_failures" title="Mean time between failures">Mean time between failures</a> <i>MTBF</i> is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\text{MTBF}}(k,\lambda )=\lambda \Gamma (1+1/k).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtext>MTBF</mtext> </mrow> <mo stretchy="false">(</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>λ<!-- λ --></mi> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\text{MTBF}}(k,\lambda )=\lambda \Gamma (1+1/k).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d223628a80553de0c1b72684b8a5af031420938f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.284ex; height:2.843ex;" alt="{\displaystyle {\text{MTBF}}(k,\lambda )=\lambda \Gamma (1+1/k).}"></span></dd></dl> <div class="mw-heading mw-heading3"><h3 id="Moments">Moments</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=9" title="Edit section: Moments"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Moment_generating_function" class="mw-redirect" title="Moment generating function">moment generating function</a> of the <a href="/wiki/Logarithm" title="Logarithm">logarithm</a> of a Weibull distributed <a href="/wiki/Random_variable" title="Random variable">random variable</a> is given by<sup id="cite_ref-JKB_12-0" class="reference"><a href="#cite_note-JKB-12"><span class="cite-bracket">[</span>12<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} \left[e^{t\log X}\right]=\lambda ^{t}\Gamma \left({\frac {t}{k}}+1\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mrow> <mo>[</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> <mi>log</mi> <mo>⁡<!-- --></mo> <mi>X</mi> </mrow> </msup> <mo>]</mo> </mrow> <mo>=</mo> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> </mrow> </msup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>t</mi> <mi>k</mi> </mfrac> </mrow> <mo>+</mo> <mn>1</mn> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} \left[e^{t\log X}\right]=\lambda ^{t}\Gamma \left({\frac {t}{k}}+1\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/992fe36496b44da30c136e71b8d389bbd3cf5c28" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:26.298ex; height:6.176ex;" alt="{\displaystyle \operatorname {E} \left[e^{t\log X}\right]=\lambda ^{t}\Gamma \left({\frac {t}{k}}+1\right)}"></span></dd></dl> <p>where <span class="texhtml">Γ</span> is the <a href="/wiki/Gamma_function" title="Gamma function">gamma function</a>. Similarly, the <a href="/wiki/Characteristic_function_(probability_theory)" title="Characteristic function (probability theory)">characteristic function</a> of log <i>X</i> is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} \left[e^{it\log X}\right]=\lambda ^{it}\Gamma \left({\frac {it}{k}}+1\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mrow> <mo>[</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>t</mi> <mi>log</mi> <mo>⁡<!-- --></mo> <mi>X</mi> </mrow> </msup> <mo>]</mo> </mrow> <mo>=</mo> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>t</mi> </mrow> </msup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>i</mi> <mi>t</mi> </mrow> <mi>k</mi> </mfrac> </mrow> <mo>+</mo> <mn>1</mn> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} \left[e^{it\log X}\right]=\lambda ^{it}\Gamma \left({\frac {it}{k}}+1\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cafc0ab087d13e9a81eefaa6164a1165323b3065" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:28.898ex; height:6.176ex;" alt="{\displaystyle \operatorname {E} \left[e^{it\log X}\right]=\lambda ^{it}\Gamma \left({\frac {it}{k}}+1\right).}"></span></dd></dl> <p>In particular, the <i>n</i>th <a href="/wiki/Raw_moment" class="mw-redirect" title="Raw moment">raw moment</a> of <i>X</i> is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m_{n}=\lambda ^{n}\Gamma \left(1+{\frac {n}{k}}\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>m</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>=</mo> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>n</mi> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m_{n}=\lambda ^{n}\Gamma \left(1+{\frac {n}{k}}\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4715daa0e33c2f610448711de83e914f859c44bf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:20.814ex; height:5.009ex;" alt="{\displaystyle m_{n}=\lambda ^{n}\Gamma \left(1+{\frac {n}{k}}\right).}"></span></dd></dl> <p>The <a href="/wiki/Mean" title="Mean">mean</a> and <a href="/wiki/Variance" title="Variance">variance</a> of a Weibull <a href="/wiki/Random_variable" title="Random variable">random variable</a> can be expressed as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} (X)=\lambda \Gamma \left(1+{\frac {1}{k}}\right)\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>λ<!-- λ --></mi> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} (X)=\lambda \Gamma \left(1+{\frac {1}{k}}\right)\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/332c402b04906e614e9d0aeb0c79231d854a77d4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:21.524ex; height:6.176ex;" alt="{\displaystyle \operatorname {E} (X)=\lambda \Gamma \left(1+{\frac {1}{k}}\right)\,}"></span></dd></dl> <p>and </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {var} (X)=\lambda ^{2}\left[\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}\right]\,.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow> <mo>[</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>2</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>−<!-- − --></mo> <msup> <mrow> <mo>(</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> <mo>]</mo> </mrow> <mspace width="thinmathspace" /> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {var} (X)=\lambda ^{2}\left[\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}\right]\,.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c1fbeabd8489533ec121cdd57f2003ba5229d5d8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:47.056ex; height:7.509ex;" alt="{\displaystyle \operatorname {var} (X)=\lambda ^{2}\left[\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}\right]\,.}"></span></dd></dl> <p>The skewness is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma _{1}={\frac {2\Gamma _{1}^{3}-3\Gamma _{1}\Gamma _{2}+\Gamma _{3}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{3/2}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>γ<!-- γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>2</mn> <msubsup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msubsup> <mo>−<!-- − --></mo> <mn>3</mn> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>+</mo> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> </mrow> <mrow> <mo stretchy="false">[</mo> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>−<!-- − --></mo> <msubsup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma _{1}={\frac {2\Gamma _{1}^{3}-3\Gamma _{1}\Gamma _{2}+\Gamma _{3}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{3/2}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4debe36ebd435e3ab5ec52a91d071e8b89fd75be" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:24.227ex; height:7.009ex;" alt="{\displaystyle \gamma _{1}={\frac {2\Gamma _{1}^{3}-3\Gamma _{1}\Gamma _{2}+\Gamma _{3}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{3/2}}}}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma _{i}=\Gamma (1+i/k)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>i</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma _{i}=\Gamma (1+i/k)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ee10521897c45afdf8668aff5eeb0c2e8603fe94" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.792ex; height:2.843ex;" alt="{\displaystyle \Gamma _{i}=\Gamma (1+i/k)}"></span>, which may also be written as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma _{1}={\frac {\Gamma \left(1+{\frac {3}{k}}\right)\lambda ^{3}-3\mu \sigma ^{2}-\mu ^{3}}{\sigma ^{3}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>γ<!-- γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>3</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo>−<!-- − --></mo> <mn>3</mn> <mi>μ<!-- μ --></mi> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−<!-- − --></mo> <msup> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mrow> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma _{1}={\frac {\Gamma \left(1+{\frac {3}{k}}\right)\lambda ^{3}-3\mu \sigma ^{2}-\mu ^{3}}{\sigma ^{3}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/27d651ac447722dcf5a02615511cc50ff825387e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.171ex; width:32.386ex; height:7.843ex;" alt="{\displaystyle \gamma _{1}={\frac {\Gamma \left(1+{\frac {3}{k}}\right)\lambda ^{3}-3\mu \sigma ^{2}-\mu ^{3}}{\sigma ^{3}}}}"></span></dd></dl> <p>where the mean is denoted by <span class="texhtml">μ</span> and the standard deviation is denoted by <span class="texhtml">σ</span>. </p><p>The excess <a href="/wiki/Kurtosis" title="Kurtosis">kurtosis</a> is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma _{2}={\frac {-6\Gamma _{1}^{4}+12\Gamma _{1}^{2}\Gamma _{2}-3\Gamma _{2}^{2}-4\Gamma _{1}\Gamma _{3}+\Gamma _{4}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{2}}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>γ<!-- γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mo>−<!-- − --></mo> <mn>6</mn> <msubsup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msubsup> <mo>+</mo> <mn>12</mn> <msubsup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>−<!-- − --></mo> <mn>3</mn> <msubsup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <mo>−<!-- − --></mo> <mn>4</mn> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>+</mo> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msub> </mrow> <mrow> <mo stretchy="false">[</mo> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>−<!-- − --></mo> <msubsup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msubsup> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma _{2}={\frac {-6\Gamma _{1}^{4}+12\Gamma _{1}^{2}\Gamma _{2}-3\Gamma _{2}^{2}-4\Gamma _{1}\Gamma _{3}+\Gamma _{4}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{2}}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/22013ea4a622ab7a9f7764bc198cfb7ee020c5dd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:42.724ex; height:7.009ex;" alt="{\displaystyle \gamma _{2}={\frac {-6\Gamma _{1}^{4}+12\Gamma _{1}^{2}\Gamma _{2}-3\Gamma _{2}^{2}-4\Gamma _{1}\Gamma _{3}+\Gamma _{4}}{[\Gamma _{2}-\Gamma _{1}^{2}]^{2}}}}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Gamma _{i}=\Gamma (1+i/k)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>i</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Gamma _{i}=\Gamma (1+i/k)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ee10521897c45afdf8668aff5eeb0c2e8603fe94" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.792ex; height:2.843ex;" alt="{\displaystyle \Gamma _{i}=\Gamma (1+i/k)}"></span>. The kurtosis excess may also be written as: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma _{2}={\frac {\lambda ^{4}\Gamma (1+{\frac {4}{k}})-4\gamma _{1}\sigma ^{3}\mu -6\mu ^{2}\sigma ^{2}-\mu ^{4}}{\sigma ^{4}}}-3.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>γ<!-- γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>4</mn> <mi>k</mi> </mfrac> </mrow> <mo stretchy="false">)</mo> <mo>−<!-- − --></mo> <mn>4</mn> <msub> <mi>γ<!-- γ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mi>μ<!-- μ --></mi> <mo>−<!-- − --></mo> <mn>6</mn> <msup> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>−<!-- − --></mo> <msup> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msup> </mrow> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msup> </mfrac> </mrow> <mo>−<!-- − --></mo> <mn>3.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma _{2}={\frac {\lambda ^{4}\Gamma (1+{\frac {4}{k}})-4\gamma _{1}\sigma ^{3}\mu -6\mu ^{2}\sigma ^{2}-\mu ^{4}}{\sigma ^{4}}}-3.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a34ec765060ace4df2336c504df0f31a5ccb5d31" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.171ex; width:46.397ex; height:6.843ex;" alt="{\displaystyle \gamma _{2}={\frac {\lambda ^{4}\Gamma (1+{\frac {4}{k}})-4\gamma _{1}\sigma ^{3}\mu -6\mu ^{2}\sigma ^{2}-\mu ^{4}}{\sigma ^{4}}}-3.}"></span></dd></dl> <div class="mw-heading mw-heading3"><h3 id="Moment_generating_function">Moment generating function</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=10" title="Edit section: Moment generating function"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>A variety of expressions are available for the moment generating function of <i>X</i> itself. As a <a href="/wiki/Power_series" title="Power series">power series</a>, since the raw moments are already known, one has </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} \left[e^{tX}\right]=\sum _{n=0}^{\infty }{\frac {t^{n}\lambda ^{n}}{n!}}\Gamma \left(1+{\frac {n}{k}}\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mrow> <mo>[</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> <mi>X</mi> </mrow> </msup> <mo>]</mo> </mrow> <mo>=</mo> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>=</mo> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞<!-- ∞ --></mi> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mrow> <mrow> <mi>n</mi> <mo>!</mo> </mrow> </mfrac> </mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>n</mi> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} \left[e^{tX}\right]=\sum _{n=0}^{\infty }{\frac {t^{n}\lambda ^{n}}{n!}}\Gamma \left(1+{\frac {n}{k}}\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fb62dff92f0aad620ce5249b5c4463525c568bea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:31.023ex; height:6.843ex;" alt="{\displaystyle \operatorname {E} \left[e^{tX}\right]=\sum _{n=0}^{\infty }{\frac {t^{n}\lambda ^{n}}{n!}}\Gamma \left(1+{\frac {n}{k}}\right).}"></span></dd></dl> <p>Alternatively, one can attempt to deal directly with the integral </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} \left[e^{tX}\right]=\int _{0}^{\infty }e^{tx}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}}\,dx.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mrow> <mo>[</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> <mi>X</mi> </mrow> </msup> <mo>]</mo> </mrow> <mo>=</mo> <msubsup> <mo>∫<!-- ∫ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞<!-- ∞ --></mi> </mrow> </msubsup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> <mi>x</mi> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>x</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mspace width="thinmathspace" /> <mi>d</mi> <mi>x</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} \left[e^{tX}\right]=\int _{0}^{\infty }e^{tx}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}}\,dx.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/60d34e366e5a1f3e487afba88552504547a972f9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:38.887ex; height:5.843ex;" alt="{\displaystyle \operatorname {E} \left[e^{tX}\right]=\int _{0}^{\infty }e^{tx}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda )^{k}}\,dx.}"></span></dd></dl> <p>If the parameter <i>k</i> is assumed to be a rational number, expressed as <i>k</i> = <i>p</i>/<i>q</i> where <i>p</i> and <i>q</i> are integers, then this integral can be evaluated analytically.<sup id="cite_ref-13" class="reference"><a href="#cite_note-13"><span class="cite-bracket">[</span>13<span class="cite-bracket">]</span></a></sup> With <i>t</i> replaced by −<i>t</i>, one finds </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} \left[e^{-tX}\right]={\frac {1}{\lambda ^{k}\,t^{k}}}\,{\frac {p^{k}\,{\sqrt {q/p}}}{({\sqrt {2\pi }})^{q+p-2}}}\,G_{p,q}^{\,q,p}\!\left(\left.{\begin{matrix}{\frac {1-k}{p}},{\frac {2-k}{p}},\dots ,{\frac {p-k}{p}}\\{\frac {0}{q}},{\frac {1}{q}},\dots ,{\frac {q-1}{q}}\end{matrix}}\;\right|\,{\frac {p^{p}}{\left(q\,\lambda ^{k}\,t^{k}\right)^{q}}}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">E</mi> <mo>⁡<!-- --></mo> <mrow> <mo>[</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>t</mi> <mi>X</mi> </mrow> </msup> <mo>]</mo> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mspace width="thinmathspace" /> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </mfrac> </mrow> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mi>q</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>p</mi> </msqrt> </mrow> </mrow> <mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>2</mn> <mi>π<!-- π --></mi> </msqrt> </mrow> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>q</mi> <mo>+</mo> <mi>p</mi> <mo>−<!-- − --></mo> <mn>2</mn> </mrow> </msup> </mrow> </mfrac> </mrow> <mspace width="thinmathspace" /> <msubsup> <mi>G</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>p</mi> <mo>,</mo> <mi>q</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mspace width="thinmathspace" /> <mi>q</mi> <mo>,</mo> <mi>p</mi> </mrow> </msubsup> <mspace width="negativethinmathspace" /> <mrow> <mo>(</mo> <mrow> <mrow> <mo fence="true" stretchy="true" symmetric="true"></mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mi>k</mi> </mrow> <mi>p</mi> </mfrac> </mrow> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>2</mn> <mo>−<!-- − --></mo> <mi>k</mi> </mrow> <mi>p</mi> </mfrac> </mrow> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>p</mi> <mo>−<!-- − --></mo> <mi>k</mi> </mrow> <mi>p</mi> </mfrac> </mrow> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>0</mn> <mi>q</mi> </mfrac> </mrow> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>q</mi> </mfrac> </mrow> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>q</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> <mi>q</mi> </mfrac> </mrow> </mtd> </mtr> </mtable> </mrow> <mspace width="thickmathspace" /> </mrow> <mo>|</mo> </mrow> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>p</mi> </mrow> </msup> <msup> <mrow> <mo>(</mo> <mrow> <mi>q</mi> <mspace width="thinmathspace" /> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mspace width="thinmathspace" /> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>q</mi> </mrow> </msup> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {E} \left[e^{-tX}\right]={\frac {1}{\lambda ^{k}\,t^{k}}}\,{\frac {p^{k}\,{\sqrt {q/p}}}{({\sqrt {2\pi }})^{q+p-2}}}\,G_{p,q}^{\,q,p}\!\left(\left.{\begin{matrix}{\frac {1-k}{p}},{\frac {2-k}{p}},\dots ,{\frac {p-k}{p}}\\{\frac {0}{q}},{\frac {1}{q}},\dots ,{\frac {q-1}{q}}\end{matrix}}\;\right|\,{\frac {p^{p}}{\left(q\,\lambda ^{k}\,t^{k}\right)^{q}}}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/992350d0b4b2c014907ad897f1764513c53539ec" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.671ex; width:68.666ex; height:8.509ex;" alt="{\displaystyle \operatorname {E} \left[e^{-tX}\right]={\frac {1}{\lambda ^{k}\,t^{k}}}\,{\frac {p^{k}\,{\sqrt {q/p}}}{({\sqrt {2\pi }})^{q+p-2}}}\,G_{p,q}^{\,q,p}\!\left(\left.{\begin{matrix}{\frac {1-k}{p}},{\frac {2-k}{p}},\dots ,{\frac {p-k}{p}}\\{\frac {0}{q}},{\frac {1}{q}},\dots ,{\frac {q-1}{q}}\end{matrix}}\;\right|\,{\frac {p^{p}}{\left(q\,\lambda ^{k}\,t^{k}\right)^{q}}}\right)}"></span></dd></dl> <p>where <i>G</i> is the <a href="/wiki/Meijer_G-function" title="Meijer G-function">Meijer G-function</a>. </p><p>The <a href="/wiki/Characteristic_function_(probability_theory)" title="Characteristic function (probability theory)">characteristic function</a> has also been obtained by <a href="#CITEREFMuraleedharanRaoKurupNair2007">Muraleedharan et al. (2007)</a>. The <a href="/wiki/Characteristic_function_(probability_theory)" title="Characteristic function (probability theory)">characteristic function</a> and <a href="/wiki/Moment_generating_function" class="mw-redirect" title="Moment generating function">moment generating function</a> of 3-parameter Weibull distribution have also been derived by <a href="#CITEREFMuraleedharanSoares2014">Muraleedharan & Soares (2014)</a><span class="error harv-error" style="display: none; font-size:100%"> harvtxt error: no target: CITEREFMuraleedharanSoares2014 (<a href="/wiki/Category:Harv_and_Sfn_template_errors" title="Category:Harv and Sfn template errors">help</a>)</span> by a direct approach. </p> <div class="mw-heading mw-heading3"><h3 id="Minima">Minima</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=11" title="Edit section: Minima"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{1},X_{2},\ldots ,X_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{1},X_{2},\ldots ,X_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d67872301909a9d739e265252ad0c7339cead069" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:15.312ex; height:2.509ex;" alt="{\displaystyle X_{1},X_{2},\ldots ,X_{n}}"></span> be independent and identically distributed Weibull random variables with scale parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> and shape parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span>. If the minimum of these <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> random variables is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Z=\min(X_{1},X_{2},\ldots ,X_{n})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Z</mi> <mo>=</mo> <mo movablelimits="true" form="prefix">min</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Z=\min(X_{1},X_{2},\ldots ,X_{n})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8aadef2deb639bd740ded3c52693f49d983f1c22" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.775ex; height:2.843ex;" alt="{\displaystyle Z=\min(X_{1},X_{2},\ldots ,X_{n})}"></span>, then the cumulative probability distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Z}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Z</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Z}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1cc6b75e09a8aa3f04d8584b11db534f88fb56bd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.68ex; height:2.176ex;" alt="{\displaystyle Z}"></span> is given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(z)=1-e^{-n(z/\lambda )^{k}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>z</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>n</mi> <mo stretchy="false">(</mo> <mi>z</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(z)=1-e^{-n(z/\lambda )^{k}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f4da23330ba9cd30a691956ffb296ff213839baa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:20.656ex; height:3.676ex;" alt="{\displaystyle F(z)=1-e^{-n(z/\lambda )^{k}}.}"></span></dd></dl> <p>That is, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Z}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Z</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Z}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1cc6b75e09a8aa3f04d8584b11db534f88fb56bd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.68ex; height:2.176ex;" alt="{\displaystyle Z}"></span> will also be Weibull distributed with scale parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n^{-1/k}\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n^{-1/k}\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/236ed0a1aaa7369e3e518df4ab2b60137e8fc798" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.761ex; height:2.843ex;" alt="{\displaystyle n^{-1/k}\lambda }"></span> and with shape parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span>. </p> <div class="mw-heading mw-heading3"><h3 id="Reparametrization_tricks">Reparametrization tricks</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=12" title="Edit section: Reparametrization tricks"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Fix some <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha >0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> <mo>></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha >0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/edd4f784b6e8bb68fa774213ceacbab2d97825dc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.749ex; height:2.176ex;" alt="{\displaystyle \alpha >0}"></span>. Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\pi _{1},...,\pi _{n})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>π<!-- π --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <msub> <mi>π<!-- π --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\pi _{1},...,\pi _{n})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/465f3fd6661bb3c7d4fa04ba67f263ca236b61f2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.902ex; height:2.843ex;" alt="{\displaystyle (\pi _{1},...,\pi _{n})}"></span> be nonnegative, and not all zero, and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle g_{1},...,g_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>g</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>.</mo> <mo>.</mo> <mo>.</mo> <mo>,</mo> <msub> <mi>g</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle g_{1},...,g_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cd9ca63692df6807ff9b9340a6de1a39624eff5a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.66ex; height:2.009ex;" alt="{\displaystyle g_{1},...,g_{n}}"></span> be independent samples of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\text{Weibull}}(1,\alpha ^{-1})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtext>Weibull</mtext> </mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <msup> <mi>α<!-- α --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\text{Weibull}}(1,\alpha ^{-1})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81b9bbef3fe88f4b33c29c04ab1e2a04616349ea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.773ex; height:3.176ex;" alt="{\displaystyle {\text{Weibull}}(1,\alpha ^{-1})}"></span>, then<sup id="cite_ref-14" class="reference"><a href="#cite_note-14"><span class="cite-bracket">[</span>14<span class="cite-bracket">]</span></a></sup> </p> <ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \arg \min _{i}(g_{i}\pi _{i}^{-\alpha })\sim {\text{Categorical}}\left({\frac {\pi _{j}}{\sum _{i}\pi _{i}}}\right)_{j}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>arg</mi> <mo>⁡<!-- --></mo> <munder> <mo movablelimits="true" form="prefix">min</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </munder> <mo stretchy="false">(</mo> <msub> <mi>g</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msubsup> <mi>π<!-- π --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>α<!-- α --></mi> </mrow> </msubsup> <mo stretchy="false">)</mo> <mo>∼<!-- ∼ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>Categorical</mtext> </mrow> <msub> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>π<!-- π --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mrow> <munder> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </munder> <msub> <mi>π<!-- π --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \arg \min _{i}(g_{i}\pi _{i}^{-\alpha })\sim {\text{Categorical}}\left({\frac {\pi _{j}}{\sum _{i}\pi _{i}}}\right)_{j}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5a08ef8f12baba99b472b1fb39df2b95c62b3cf8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:40.647ex; height:6.843ex;" alt="{\displaystyle \arg \min _{i}(g_{i}\pi _{i}^{-\alpha })\sim {\text{Categorical}}\left({\frac {\pi _{j}}{\sum _{i}\pi _{i}}}\right)_{j}}"></span></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{i}(g_{i}\pi _{i}^{-\alpha })\sim {\text{Weibull}}\left(\left(\sum _{i}\pi _{i}\right)^{-\alpha },\alpha ^{-1}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munder> <mo movablelimits="true" form="prefix">min</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </munder> <mo stretchy="false">(</mo> <msub> <mi>g</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msubsup> <mi>π<!-- π --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>α<!-- α --></mi> </mrow> </msubsup> <mo stretchy="false">)</mo> <mo>∼<!-- ∼ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>Weibull</mtext> </mrow> <mrow> <mo>(</mo> <mrow> <msup> <mrow> <mo>(</mo> <mrow> <munder> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </munder> <msub> <mi>π<!-- π --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>α<!-- α --></mi> </mrow> </msup> <mo>,</mo> <msup> <mi>α<!-- α --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \min _{i}(g_{i}\pi _{i}^{-\alpha })\sim {\text{Weibull}}\left(\left(\sum _{i}\pi _{i}\right)^{-\alpha },\alpha ^{-1}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/77214d3549bbec3098c522794a0adbdaf767716f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:43.569ex; height:7.843ex;" alt="{\displaystyle \min _{i}(g_{i}\pi _{i}^{-\alpha })\sim {\text{Weibull}}\left(\left(\sum _{i}\pi _{i}\right)^{-\alpha },\alpha ^{-1}\right)}"></span>.</li></ul> <div class="mw-heading mw-heading3"><h3 id="Shannon_entropy">Shannon entropy</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=13" title="Edit section: Shannon entropy"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Entropy_(information_theory)" title="Entropy (information theory)">information entropy</a> is given by<sup id="cite_ref-15" class="reference"><a href="#cite_note-15"><span class="cite-bracket">[</span>15<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle H(\lambda ,k)=\gamma \left(1-{\frac {1}{k}}\right)+\ln \left({\frac {\lambda }{k}}\right)+1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>H</mi> <mo stretchy="false">(</mo> <mi>λ<!-- λ --></mi> <mo>,</mo> <mi>k</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>γ<!-- γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>+</mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>λ<!-- λ --></mi> <mi>k</mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mo>+</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle H(\lambda ,k)=\gamma \left(1-{\frac {1}{k}}\right)+\ln \left({\frac {\lambda }{k}}\right)+1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0e17afcc052f01b7d5cb80e7739895c197524714" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:36.088ex; height:6.176ex;" alt="{\displaystyle H(\lambda ,k)=\gamma \left(1-{\frac {1}{k}}\right)+\ln \left({\frac {\lambda }{k}}\right)+1}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span> is the <a href="/wiki/Euler%E2%80%93Mascheroni_constant" class="mw-redirect" title="Euler–Mascheroni constant">Euler–Mascheroni constant</a>. The Weibull distribution is the <a href="/wiki/Maximum_entropy_distribution" class="mw-redirect" title="Maximum entropy distribution">maximum entropy distribution</a> for a non-negative real random variate with a fixed <a href="/wiki/Expected_value" title="Expected value">expected value</a> of <i>x</i><sup><i>k</i></sup> equal to <i>λ</i><sup><i>k</i></sup> and a fixed expected value of ln(<i>x</i><sup><i>k</i></sup>) equal to ln(<i>λ</i><sup><i>k</i></sup>) − <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \gamma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>γ<!-- γ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \gamma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a223c880b0ce3da8f64ee33c4f0010beee400b1a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.262ex; height:2.176ex;" alt="{\displaystyle \gamma }"></span>. </p> <div class="mw-heading mw-heading3"><h3 id="Kullback–Leibler_divergence"><span id="Kullback.E2.80.93Leibler_divergence"></span>Kullback–Leibler divergence</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=14" title="Edit section: Kullback–Leibler divergence"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Kullback%E2%80%93Leibler_divergence" title="Kullback–Leibler divergence">Kullback–Leibler divergence</a> between two Weibull distributions is given by<sup id="cite_ref-16" class="reference"><a href="#cite_note-16"><span class="cite-bracket">[</span>16<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle D_{\text{KL}}(\mathrm {Weib} _{1}\parallel \mathrm {Weib} _{2})=\log {\frac {k_{1}}{\lambda _{1}^{k_{1}}}}-\log {\frac {k_{2}}{\lambda _{2}^{k_{2}}}}+(k_{1}-k_{2})\left[\log \lambda _{1}-{\frac {\gamma }{k_{1}}}\right]+\left({\frac {\lambda _{1}}{\lambda _{2}}}\right)^{k_{2}}\Gamma \left({\frac {k_{2}}{k_{1}}}+1\right)-1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>D</mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>KL</mtext> </mrow> </msub> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">W</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">i</mi> <mi mathvariant="normal">b</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>∥<!-- ∥ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">W</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">i</mi> <mi mathvariant="normal">b</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mi>log</mi> <mo>⁡<!-- --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <msubsup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </msubsup> </mfrac> </mrow> <mo>−<!-- − --></mo> <mi>log</mi> <mo>⁡<!-- --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <msubsup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </msubsup> </mfrac> </mrow> <mo>+</mo> <mo stretchy="false">(</mo> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mrow> <mo>[</mo> <mrow> <mi>log</mi> <mo>⁡<!-- --></mo> <msub> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>γ<!-- γ --></mi> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mfrac> </mrow> </mrow> <mo>]</mo> </mrow> <mo>+</mo> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <msub> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </msup> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mfrac> </mrow> <mo>+</mo> <mn>1</mn> </mrow> <mo>)</mo> </mrow> <mo>−<!-- − --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle D_{\text{KL}}(\mathrm {Weib} _{1}\parallel \mathrm {Weib} _{2})=\log {\frac {k_{1}}{\lambda _{1}^{k_{1}}}}-\log {\frac {k_{2}}{\lambda _{2}^{k_{2}}}}+(k_{1}-k_{2})\left[\log \lambda _{1}-{\frac {\gamma }{k_{1}}}\right]+\left({\frac {\lambda _{1}}{\lambda _{2}}}\right)^{k_{2}}\Gamma \left({\frac {k_{2}}{k_{1}}}+1\right)-1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6b8b701f13ae0a9c80fb4358f74495e09b96fe3f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:96.803ex; height:7.509ex;" alt="{\displaystyle D_{\text{KL}}(\mathrm {Weib} _{1}\parallel \mathrm {Weib} _{2})=\log {\frac {k_{1}}{\lambda _{1}^{k_{1}}}}-\log {\frac {k_{2}}{\lambda _{2}^{k_{2}}}}+(k_{1}-k_{2})\left[\log \lambda _{1}-{\frac {\gamma }{k_{1}}}\right]+\left({\frac {\lambda _{1}}{\lambda _{2}}}\right)^{k_{2}}\Gamma \left({\frac {k_{2}}{k_{1}}}+1\right)-1}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Parameter_estimation">Parameter estimation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=15" title="Edit section: Parameter estimation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Ordinary_least_square_using_Weibull_plot">Ordinary least square using Weibull plot</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=16" title="Edit section: Ordinary least square using Weibull plot"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <figure class="mw-default-size mw-halign-right" typeof="mw:File/Thumb"><a href="/wiki/File:Weibull_qq.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/c/ca/Weibull_qq.svg/220px-Weibull_qq.svg.png" decoding="async" width="220" height="193" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/c/ca/Weibull_qq.svg/330px-Weibull_qq.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/c/ca/Weibull_qq.svg/440px-Weibull_qq.svg.png 2x" data-file-width="360" data-file-height="315" /></a><figcaption>Weibull plot</figcaption></figure> <p>The fit of a Weibull distribution to data can be visually assessed using a Weibull plot.<sup id="cite_ref-17" class="reference"><a href="#cite_note-17"><span class="cite-bracket">[</span>17<span class="cite-bracket">]</span></a></sup> The Weibull plot is a plot of the <a href="/wiki/Empirical_cumulative_distribution_function" class="mw-redirect" title="Empirical cumulative distribution function">empirical cumulative distribution function</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {F}}(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>F</mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {F}}(x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/745a52a9891dfde90409008ef944ecad43102c5a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.009ex; height:3.343ex;" alt="{\displaystyle {\widehat {F}}(x)}"></span> of data on special axes in a type of <a href="/wiki/Q%E2%80%93Q_plot" title="Q–Q plot">Q–Q plot</a>. The axes are <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ln(-\ln(1-{\widehat {F}}(x)))}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>F</mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ln(-\ln(1-{\widehat {F}}(x)))}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2063049f0f253d977da8c3200a6345452c9d0594" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.705ex; height:3.343ex;" alt="{\displaystyle \ln(-\ln(1-{\widehat {F}}(x)))}"></span> versus <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ln(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ln(x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0df055b8e294310e6785701c1c67105e109191d8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.078ex; height:2.843ex;" alt="{\displaystyle \ln(x)}"></span>. The reason for this change of variables is the cumulative distribution function can be linearized: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}F(x)&=1-e^{-(x/\lambda )^{k}}\\[4pt]-\ln(1-F(x))&=(x/\lambda )^{k}\\[4pt]\underbrace {\ln(-\ln(1-F(x)))} _{\textrm {'y'}}&=\underbrace {k\ln x} _{\textrm {'mx'}}-\underbrace {k\ln \lambda } _{\textrm {'c'}}\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="0.7em 0.7em 0.3em" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> </mtd> </mtr> <mtr> <mtd> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mtd> </mtr> <mtr> <mtd> <munder> <mrow class="MJX-TeXAtom-OP MJX-fixedlimits"> <munder> <mrow> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mrow> <mo>⏟<!-- ⏟ --></mo> </munder> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mtext>'y'</mtext> </mrow> </mrow> </munder> </mtd> <mtd> <mi></mi> <mo>=</mo> <munder> <mrow class="MJX-TeXAtom-OP MJX-fixedlimits"> <munder> <mrow> <mi>k</mi> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>x</mi> </mrow> <mo>⏟<!-- ⏟ --></mo> </munder> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mtext>'mx'</mtext> </mrow> </mrow> </munder> <mo>−<!-- − --></mo> <munder> <mrow class="MJX-TeXAtom-OP MJX-fixedlimits"> <munder> <mrow> <mi>k</mi> <mi>ln</mi> <mo>⁡<!-- --></mo> <mi>λ<!-- λ --></mi> </mrow> <mo>⏟<!-- ⏟ --></mo> </munder> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mtext>'c'</mtext> </mrow> </mrow> </munder> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}F(x)&=1-e^{-(x/\lambda )^{k}}\\[4pt]-\ln(1-F(x))&=(x/\lambda )^{k}\\[4pt]\underbrace {\ln(-\ln(1-F(x)))} _{\textrm {'y'}}&=\underbrace {k\ln x} _{\textrm {'mx'}}-\underbrace {k\ln \lambda } _{\textrm {'c'}}\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/211d2c05e68101789978ade36bb598b66e56c5a0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -7.095ex; margin-bottom: -0.243ex; width:35.8ex; height:15.843ex;" alt="{\displaystyle {\begin{aligned}F(x)&=1-e^{-(x/\lambda )^{k}}\\[4pt]-\ln(1-F(x))&=(x/\lambda )^{k}\\[4pt]\underbrace {\ln(-\ln(1-F(x)))} _{\textrm {'y'}}&=\underbrace {k\ln x} _{\textrm {'mx'}}-\underbrace {k\ln \lambda } _{\textrm {'c'}}\end{aligned}}}"></span></dd></dl> <p>which can be seen to be in the standard form of a straight line. Therefore, if the data came from a Weibull distribution then a straight line is expected on a Weibull plot. </p><p>There are various approaches to obtaining the empirical distribution function from data. One method is to obtain the vertical coordinate for each point using </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {F}}={\frac {i-0.3}{n+0.4}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>F</mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>i</mi> <mo>−<!-- − --></mo> <mn>0.3</mn> </mrow> <mrow> <mi>n</mi> <mo>+</mo> <mn>0.4</mn> </mrow> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {F}}={\frac {i-0.3}{n+0.4}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6f461deb6c15e1b2fb45a34b721e035b96cccec7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:13.012ex; height:5.343ex;" alt="{\displaystyle {\widehat {F}}={\frac {i-0.3}{n+0.4}}}"></span>,</dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span> is the rank of the data point and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> is the number of data points.<sup id="cite_ref-18" class="reference"><a href="#cite_note-18"><span class="cite-bracket">[</span>18<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-19" class="reference"><a href="#cite_note-19"><span class="cite-bracket">[</span>19<span class="cite-bracket">]</span></a></sup> Another common estimator<sup id="cite_ref-20" class="reference"><a href="#cite_note-20"><span class="cite-bracket">[</span>20<span class="cite-bracket">]</span></a></sup> is </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {F}}={\frac {i-0.5}{n}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>F</mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>i</mi> <mo>−<!-- − --></mo> <mn>0.5</mn> </mrow> <mi>n</mi> </mfrac> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {F}}={\frac {i-0.5}{n}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7c9c98f60a56bd4155a176798432c84bcc6d0be2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:12.419ex; height:5.176ex;" alt="{\displaystyle {\widehat {F}}={\frac {i-0.5}{n}}}"></span>.</dd></dl> <p>Linear regression can also be used to numerically assess goodness of fit and estimate the parameters of the Weibull distribution. The gradient informs one directly about the shape parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> and the scale parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> can also be inferred. </p> <div class="mw-heading mw-heading3"><h3 id="Method_of_moments">Method of moments</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=17" title="Edit section: Method of moments"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Coefficient_of_variation" title="Coefficient of variation">coefficient of variation</a> of Weibull distribution depends only on the shape parameter:<sup id="cite_ref-Cohen1965_21-0" class="reference"><a href="#cite_note-Cohen1965-21"><span class="cite-bracket">[</span>21<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle CV^{2}={\frac {\sigma ^{2}}{\mu ^{2}}}={\frac {\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}{\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>C</mi> <msup> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <msup> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>2</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>−<!-- − --></mo> <msup> <mrow> <mo>(</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> <msup> <mrow> <mo>(</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle CV^{2}={\frac {\sigma ^{2}}{\mu ^{2}}}={\frac {\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}{\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cca0a531bcfb1c4fe4defcf52b52d89a2a4329d2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -5.005ex; width:43.001ex; height:11.176ex;" alt="{\displaystyle CV^{2}={\frac {\sigma ^{2}}{\mu ^{2}}}={\frac {\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}{\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}}.}"></span></dd></dl> <p>Equating the sample quantities <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle s^{2}/{\bar {x}}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯<!-- ¯ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle s^{2}/{\bar {x}}^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/959324e5cacc559824b567910a7cb768d97f6dd2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.691ex; height:3.176ex;" alt="{\displaystyle s^{2}/{\bar {x}}^{2}}"></span> to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma ^{2}/\mu ^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma ^{2}/\mu ^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5d9ac870606c0c2f30203b879aae5cdedf9ac822" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.003ex; height:3.176ex;" alt="{\displaystyle \sigma ^{2}/\mu ^{2}}"></span>, the moment estimate of the shape parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> can be read off either from a look up table or a graph of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle CV^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>C</mi> <msup> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle CV^{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/45b715468e0ef9b14642e553d0889b9def02e871" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:4.738ex; height:2.676ex;" alt="{\displaystyle CV^{2}}"></span> versus <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span>. A more accurate estimate of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {k}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>k</mi> <mo stretchy="false">^<!-- ^ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\hat {k}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/118731403eb43bdbd3656e87603f013d6804a791" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.843ex;" alt="{\displaystyle {\hat {k}}}"></span> can be found using a root finding algorithm to solve </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}{\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}}={\frac {s^{2}}{{\bar {x}}^{2}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>2</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> <mo>−<!-- − --></mo> <msup> <mrow> <mo>(</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mrow> <msup> <mrow> <mo>(</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <msup> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯<!-- ¯ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}{\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}}={\frac {s^{2}}{{\bar {x}}^{2}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c69ded93de0e151a7176ee260c822cad9f445b32" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -5.005ex; width:35.093ex; height:11.176ex;" alt="{\displaystyle {\frac {\Gamma \left(1+{\frac {2}{k}}\right)-\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}{\left(\Gamma \left(1+{\frac {1}{k}}\right)\right)^{2}}}={\frac {s^{2}}{{\bar {x}}^{2}}}.}"></span></dd></dl> <p>The moment estimate of the scale parameter can then be found using the first moment equation as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\hat {\lambda }}={\frac {\bar {x}}{\Gamma \left(1+{\frac {1}{\hat {k}}}\right)}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>λ<!-- λ --></mi> <mo stretchy="false">^<!-- ^ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯<!-- ¯ --></mo> </mover> </mrow> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mn>1</mn> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>k</mi> <mo stretchy="false">^<!-- ^ --></mo> </mover> </mrow> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mrow> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\hat {\lambda }}={\frac {\bar {x}}{\Gamma \left(1+{\frac {1}{\hat {k}}}\right)}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7f7a1f433029a6ff48b0952ac304e7543406512b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.505ex; width:16.247ex; height:7.676ex;" alt="{\displaystyle {\hat {\lambda }}={\frac {\bar {x}}{\Gamma \left(1+{\frac {1}{\hat {k}}}\right)}}.}"></span></dd></dl> <div class="mw-heading mw-heading3"><h3 id="Maximum_likelihood">Maximum likelihood</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=18" title="Edit section: Maximum likelihood"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Maximum_likelihood_estimation" title="Maximum likelihood estimation">maximum likelihood estimator</a> for the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> parameter given <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is<sup id="cite_ref-Cohen1965_21-1" class="reference"><a href="#cite_note-Cohen1965-21"><span class="cite-bracket">[</span>21<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {\lambda }}=\left({\frac {1}{n}}\sum _{i=1}^{n}x_{i}^{k}\right)^{\frac {1}{k}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>λ<!-- λ --></mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {\lambda }}=\left({\frac {1}{n}}\sum _{i=1}^{n}x_{i}^{k}\right)^{\frac {1}{k}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/126c9e3330cfe45c05e00af01d1433b0df22b9f2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:18.677ex; height:8.676ex;" alt="{\displaystyle {\widehat {\lambda }}=\left({\frac {1}{n}}\sum _{i=1}^{n}x_{i}^{k}\right)^{\frac {1}{k}}}"></span></dd></dl> <p>The maximum likelihood estimator for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is the solution for <i>k</i> of the following equation<sup id="cite_ref-Sornette,_D._2004_22-0" class="reference"><a href="#cite_note-Sornette,_D._2004-22"><span class="cite-bracket">[</span>22<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0={\frac {\sum _{i=1}^{n}x_{i}^{k}\ln x_{i}}{\sum _{i=1}^{n}x_{i}^{k}}}-{\frac {1}{k}}-{\frac {1}{n}}\sum _{i=1}^{n}\ln x_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mi>ln</mi> <mo>⁡<!-- --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> <mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> </mrow> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mi>ln</mi> <mo>⁡<!-- --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0={\frac {\sum _{i=1}^{n}x_{i}^{k}\ln x_{i}}{\sum _{i=1}^{n}x_{i}^{k}}}-{\frac {1}{k}}-{\frac {1}{n}}\sum _{i=1}^{n}\ln x_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a8fe9686332c4d9aa86cfada5c1ffd78405124a5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:36.644ex; height:7.176ex;" alt="{\displaystyle 0={\frac {\sum _{i=1}^{n}x_{i}^{k}\ln x_{i}}{\sum _{i=1}^{n}x_{i}^{k}}}-{\frac {1}{k}}-{\frac {1}{n}}\sum _{i=1}^{n}\ln x_{i}}"></span></dd></dl> <p>This equation defines <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {k}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>k</mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {k}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/54faca2f564d2a41342e1509bd93f0bca18e4ee8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.843ex;" alt="{\displaystyle {\widehat {k}}}"></span> only implicitly, one must generally solve for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> by numerical means. </p><p>When <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1}>x_{2}>\cdots >x_{N}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>></mo> <mo>⋯<!-- ⋯ --></mo> <mo>></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{1}>x_{2}>\cdots >x_{N}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/10d64c87c0cc6c0b7713ae9bce2300660b9954fc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:19.808ex; height:2.176ex;" alt="{\displaystyle x_{1}>x_{2}>\cdots >x_{N}}"></span> are the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle N}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>N</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle N}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f5e3890c981ae85503089652feb48b191b57aae3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.064ex; height:2.176ex;" alt="{\displaystyle N}"></span> largest observed samples from a dataset of more than <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle N}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>N</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle N}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f5e3890c981ae85503089652feb48b191b57aae3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.064ex; height:2.176ex;" alt="{\displaystyle N}"></span> samples, then the maximum likelihood estimator for the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> parameter given <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is<sup id="cite_ref-Sornette,_D._2004_22-1" class="reference"><a href="#cite_note-Sornette,_D._2004-22"><span class="cite-bracket">[</span>22<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {\lambda }}^{k}={\frac {1}{N}}\sum _{i=1}^{N}(x_{i}^{k}-x_{N}^{k})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>λ<!-- λ --></mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>N</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mo>−<!-- − --></mo> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {\lambda }}^{k}={\frac {1}{N}}\sum _{i=1}^{N}(x_{i}^{k}-x_{N}^{k})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5a0e96ae77029d55966e211be5ff344a10f0a0a0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:22.273ex; height:7.343ex;" alt="{\displaystyle {\widehat {\lambda }}^{k}={\frac {1}{N}}\sum _{i=1}^{N}(x_{i}^{k}-x_{N}^{k})}"></span></dd></dl> <p>Also given that condition, the maximum likelihood estimator for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is<sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">[<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (December 2017)">citation needed</span></a></i>]</sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0={\frac {\sum _{i=1}^{N}(x_{i}^{k}\ln x_{i}-x_{N}^{k}\ln x_{N})}{\sum _{i=1}^{N}(x_{i}^{k}-x_{N}^{k})}}-{\frac {1}{N}}\sum _{i=1}^{N}\ln x_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mi>ln</mi> <mo>⁡<!-- --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mi>ln</mi> <mo>⁡<!-- --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mo>−<!-- − --></mo> <msubsup> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msubsup> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>N</mi> </mfrac> </mrow> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munderover> <mi>ln</mi> <mo>⁡<!-- --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0={\frac {\sum _{i=1}^{N}(x_{i}^{k}\ln x_{i}-x_{N}^{k}\ln x_{N})}{\sum _{i=1}^{N}(x_{i}^{k}-x_{N}^{k})}}-{\frac {1}{N}}\sum _{i=1}^{N}\ln x_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/61ac4ba6bd899ba27eb8dbd8d0ec2abc937d3ec7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:45.443ex; height:7.843ex;" alt="{\displaystyle 0={\frac {\sum _{i=1}^{N}(x_{i}^{k}\ln x_{i}-x_{N}^{k}\ln x_{N})}{\sum _{i=1}^{N}(x_{i}^{k}-x_{N}^{k})}}-{\frac {1}{N}}\sum _{i=1}^{N}\ln x_{i}}"></span></dd></dl> <p>Again, this being an implicit function, one must generally solve for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> by numerical means. </p> <div class="mw-heading mw-heading2"><h2 id="Applications">Applications</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=19" title="Edit section: Applications"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The Weibull distribution is used<sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">[<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (June 2010)">citation needed</span></a></i>]</sup> </p> <figure typeof="mw:File/Thumb"><a href="/wiki/File:FitWeibullDistr.tif" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/2/29/FitWeibullDistr.tif/lossless-page1-240px-FitWeibullDistr.tif.png" decoding="async" width="240" height="179" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/2/29/FitWeibullDistr.tif/lossless-page1-360px-FitWeibullDistr.tif.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/2/29/FitWeibullDistr.tif/lossless-page1-480px-FitWeibullDistr.tif.png 2x" data-file-width="623" data-file-height="465" /></a><figcaption>Fitted cumulative Weibull distribution to maximum one-day rainfalls using <a href="/wiki/CumFreq" title="CumFreq">CumFreq</a>, see also <a href="/wiki/Distribution_fitting" class="mw-redirect" title="Distribution fitting">distribution fitting</a><sup id="cite_ref-23" class="reference"><a href="#cite_note-23"><span class="cite-bracket">[</span>23<span class="cite-bracket">]</span></a></sup> </figcaption></figure> <figure typeof="mw:File/Thumb"><a href="/wiki/File:DCA_with_four_RDC.png" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/8/8f/DCA_with_four_RDC.png/240px-DCA_with_four_RDC.png" decoding="async" width="240" height="160" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/8/8f/DCA_with_four_RDC.png/360px-DCA_with_four_RDC.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/8/8f/DCA_with_four_RDC.png/480px-DCA_with_four_RDC.png 2x" data-file-width="1073" data-file-height="716" /></a><figcaption>Fitted curves for oil production time series data<sup id="cite_ref-ReferenceA_24-0" class="reference"><a href="#cite_note-ReferenceA-24"><span class="cite-bracket">[</span>24<span class="cite-bracket">]</span></a></sup></figcaption></figure> <ul><li>In <a href="/wiki/Survival_analysis" title="Survival analysis">survival analysis</a></li> <li>In <a href="/wiki/Reliability_engineering" title="Reliability engineering">reliability engineering</a> and <a href="/wiki/Failure_analysis" title="Failure analysis">failure analysis</a></li> <li>In <a href="/wiki/Electrical_engineering" title="Electrical engineering">electrical engineering</a> to represent overvoltage occurring in an electrical system</li> <li>In <a href="/wiki/Industrial_engineering" title="Industrial engineering">industrial engineering</a> to represent <a href="/wiki/Manufacturing" title="Manufacturing">manufacturing</a> and <a href="/wiki/Delivery_(commerce)" title="Delivery (commerce)">delivery</a> times</li> <li>In <a href="/wiki/Extreme_value_theory" title="Extreme value theory">extreme value theory</a></li> <li>In <a href="/wiki/Weather_forecasting" title="Weather forecasting">weather forecasting</a> and the <a href="/wiki/Wind_power#Wind_energy_resources" title="Wind power">wind power industry</a> to describe <a href="/wiki/Wind_power#Distribution_of_wind_speed" title="Wind power">wind speed distributions</a>, as the natural distribution often matches the Weibull shape<sup id="cite_ref-25" class="reference"><a href="#cite_note-25"><span class="cite-bracket">[</span>25<span class="cite-bracket">]</span></a></sup></li> <li>In communications systems engineering <ul><li>In <a href="/wiki/Radar" title="Radar">radar</a> systems to model the dispersion of the received signals level produced by some types of clutters</li> <li>To model <a href="/wiki/Fading_channel" class="mw-redirect" title="Fading channel">fading channels</a> in <a href="/wiki/Wireless" title="Wireless">wireless</a> communications, as the <a href="/wiki/Weibull_fading" title="Weibull fading">Weibull fading</a> model seems to exhibit good fit to experimental fading <a href="/wiki/Channel_(communications)" class="mw-redirect" title="Channel (communications)">channel</a> measurements</li></ul></li> <li>In <a href="/wiki/Information_retrieval" title="Information retrieval">information retrieval</a> to model dwell times on web pages.<sup id="cite_ref-26" class="reference"><a href="#cite_note-26"><span class="cite-bracket">[</span>26<span class="cite-bracket">]</span></a></sup></li> <li>In <a href="/wiki/General_insurance" title="General insurance">general insurance</a> to model the size of <a href="/wiki/Reinsurance" title="Reinsurance">reinsurance</a> claims, and the cumulative development of <a href="/wiki/Asbestosis" title="Asbestosis">asbestosis</a> losses</li> <li>In forecasting technological change (also known as the Sharif-Islam model)<sup id="cite_ref-27" class="reference"><a href="#cite_note-27"><span class="cite-bracket">[</span>27<span class="cite-bracket">]</span></a></sup></li> <li>In <a href="/wiki/Hydrology" title="Hydrology">hydrology</a> the Weibull distribution is applied to extreme events such as annual maximum one-day rainfalls and river discharges.</li> <li>In <a href="/wiki/Decline_curve_analysis" title="Decline curve analysis">decline curve analysis</a> to model oil production rate curve of shale oil wells.<sup id="cite_ref-ReferenceA_24-1" class="reference"><a href="#cite_note-ReferenceA-24"><span class="cite-bracket">[</span>24<span class="cite-bracket">]</span></a></sup></li> <li>In describing the size of <a href="/wiki/Granular_material" title="Granular material">particles</a> generated by grinding, <a href="/wiki/Mill_(grinding)" title="Mill (grinding)">milling</a> and <a href="/wiki/Crusher" title="Crusher">crushing</a> operations, the 2-Parameter Weibull distribution is used, and in these applications it is sometimes known as the Rosin–Rammler distribution.<sup id="cite_ref-28" class="reference"><a href="#cite_note-28"><span class="cite-bracket">[</span>28<span class="cite-bracket">]</span></a></sup> In this context it predicts fewer fine particles than the <a href="/wiki/Log-normal_distribution" title="Log-normal distribution">log-normal distribution</a> and it is generally most accurate for narrow particle size distributions.<sup id="cite_ref-29" class="reference"><a href="#cite_note-29"><span class="cite-bracket">[</span>29<span class="cite-bracket">]</span></a></sup> The interpretation of the cumulative distribution function is that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;k,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;k,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/75ac825840b9f254c0b58009dddaf629a4e2ebfd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.514ex; height:2.843ex;" alt="{\displaystyle F(x;k,\lambda )}"></span> is the <a href="/wiki/Mass_fraction_(chemistry)" title="Mass fraction (chemistry)">mass fraction</a> of particles with diameter smaller than <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span>, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> is the mean particle size and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> is a measure of the spread of particle sizes.</li> <li>In describing random point clouds (such as the positions of particles in an ideal gas): the probability to find the nearest-neighbor particle at a distance <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> from a given particle is given by a Weibull distribution with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=3}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>3</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=3}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/662e06a2436f8a44fec791f5c794621f10dc8f30" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.472ex; height:2.176ex;" alt="{\displaystyle k=3}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \rho =1/\lambda ^{3}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ρ<!-- ρ --></mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \rho =1/\lambda ^{3}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a483bc48a9062740736d2c6de3bdff310cb0757a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.035ex; height:3.176ex;" alt="{\displaystyle \rho =1/\lambda ^{3}}"></span> equal to the density of the particles.<sup id="cite_ref-30" class="reference"><a href="#cite_note-30"><span class="cite-bracket">[</span>30<span class="cite-bracket">]</span></a></sup></li> <li>In calculating the rate of radiation-induced <a href="/wiki/Radiation_hardening#Digital_damage:_SEE" title="Radiation hardening">single event effects</a> onboard spacecraft, a four-parameter Weibull distribution is used to fit experimentally measured device <a href="/wiki/Cross_section_(physics)" title="Cross section (physics)">cross section probability</a> data to a particle <a href="/wiki/Linear_energy_transfer" title="Linear energy transfer">linear energy transfer</a> spectrum.<sup id="cite_ref-31" class="reference"><a href="#cite_note-31"><span class="cite-bracket">[</span>31<span class="cite-bracket">]</span></a></sup> The Weibull fit was originally used because of a belief that particle energy levels align to a statistical distribution, but this belief was later proven false<sup class="noprint Inline-Template Template-Fact" style="white-space:nowrap;">[<i><a href="/wiki/Wikipedia:Citation_needed" title="Wikipedia:Citation needed"><span title="This claim needs references to reliable sources. (November 2023)">citation needed</span></a></i>]</sup> and the Weibull fit continues to be used because of its many adjustable parameters, rather than a demonstrated physical basis.<sup id="cite_ref-32" class="reference"><a href="#cite_note-32"><span class="cite-bracket">[</span>32<span class="cite-bracket">]</span></a></sup></li></ul> <div class="mw-heading mw-heading2"><h2 id="Related_distributions">Related distributions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=20" title="Edit section: Related distributions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W\sim \mathrm {Weibull} (\lambda ,k)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>W</mi> <mo>∼<!-- ∼ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">W</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">i</mi> <mi mathvariant="normal">b</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">l</mi> <mi mathvariant="normal">l</mi> </mrow> <mo stretchy="false">(</mo> <mi>λ<!-- λ --></mi> <mo>,</mo> <mi>k</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle W\sim \mathrm {Weibull} (\lambda ,k)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f21e5bbf1633f0fc463f8b7b0bdc3eb190f80732" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.89ex; height:2.843ex;" alt="{\displaystyle W\sim \mathrm {Weibull} (\lambda ,k)}"></span>, then the variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle G=\log W}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>G</mi> <mo>=</mo> <mi>log</mi> <mo>⁡<!-- --></mo> <mi>W</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle G=\log W}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a8078886a5629fb79671795fe38a5323f318530c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.719ex; height:2.509ex;" alt="{\displaystyle G=\log W}"></span> is Gumbel (minimum) distributed with location parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =\log \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>=</mo> <mi>log</mi> <mo>⁡<!-- --></mo> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =\log \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cd81ae5ce4f0d31c8a76fbdd8c808f7a1a3b2de6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.214ex; height:2.676ex;" alt="{\displaystyle \mu =\log \lambda }"></span> and scale parameter <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \beta =1/k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>β<!-- β --></mi> <mo>=</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \beta =1/k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/80942139fd639597604e74a006aa1b95955a128b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.967ex; height:2.843ex;" alt="{\displaystyle \beta =1/k}"></span>. That is, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle G\sim \mathrm {Gumbel} _{\min }(\log \lambda ,1/k)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>G</mi> <mo>∼<!-- ∼ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">G</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">m</mi> <mi mathvariant="normal">b</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">l</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo movablelimits="true" form="prefix">min</mo> </mrow> </msub> <mo stretchy="false">(</mo> <mi>log</mi> <mo>⁡<!-- --></mo> <mi>λ<!-- λ --></mi> <mo>,</mo> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle G\sim \mathrm {Gumbel} _{\min }(\log \lambda ,1/k)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/50f72981c5ac2ee5a56b8e188e96a8af3c7d917a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.016ex; height:2.843ex;" alt="{\displaystyle G\sim \mathrm {Gumbel} _{\min }(\log \lambda ,1/k)}"></span>.</li> <li><div class="paragraphbreak" style="margin-top:0.5em"></div>A Weibull distribution is a <a href="/wiki/Generalized_gamma_distribution" title="Generalized gamma distribution">generalized gamma distribution</a> with both shape parameters equal to <i>k</i>.</li> <li><div class="paragraphbreak" style="margin-top:0.5em"></div>The translated Weibull distribution (or 3-parameter Weibull) contains an additional parameter.<sup id="cite_ref-JKB_12-1" class="reference"><a href="#cite_note-JKB-12"><span class="cite-bracket">[</span>12<span class="cite-bracket">]</span></a></sup> It has the <a href="/wiki/Probability_density_function" title="Probability density function">probability density function</a> <blockquote><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;k,\lambda ,\theta )={k \over \lambda }\left({x-\theta \over \lambda }\right)^{k-1}e^{-\left({x-\theta \over \lambda }\right)^{k}}\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo>,</mo> <mi>θ<!-- θ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>x</mi> <mo>−<!-- − --></mo> <mi>θ<!-- θ --></mi> </mrow> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>x</mi> <mo>−<!-- − --></mo> <mi>θ<!-- θ --></mi> </mrow> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;k,\lambda ,\theta )={k \over \lambda }\left({x-\theta \over \lambda }\right)^{k-1}e^{-\left({x-\theta \over \lambda }\right)^{k}}\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87995d93b45d2bf4f0c5e6577b6e6c079e57fa34" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:38.24ex; height:6.676ex;" alt="{\displaystyle f(x;k,\lambda ,\theta )={k \over \lambda }\left({x-\theta \over \lambda }\right)^{k-1}e^{-\left({x-\theta \over \lambda }\right)^{k}}\,}"></span></p></blockquote> <div class="paragraphbreak" style="margin-top:0.5em"></div>for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\geq \theta }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mi>θ<!-- θ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\geq \theta }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/208936bb288cd111f7a34cbe2dbed85e3dbc57a7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.519ex; height:2.343ex;" alt="{\displaystyle x\geq \theta }"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;k,\lambda ,\theta )=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo>,</mo> <mi>θ<!-- θ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;k,\lambda ,\theta )=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/485d0f18565ed624b79abb117a3a20f75a6b8756" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.437ex; height:2.843ex;" alt="{\displaystyle f(x;k,\lambda ,\theta )=0}"></span> for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x<\theta }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo><</mo> <mi>θ<!-- θ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x<\theta }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c11f890dd25343362bc3dd296ebd3f678a1cb927" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.519ex; height:2.176ex;" alt="{\displaystyle x<\theta }"></span>, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k>0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k>0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/27b3af208b148139eefc03f0f80fa94c38c5af45" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.472ex; height:2.176ex;" alt="{\displaystyle k>0}"></span> is the <a href="/wiki/Shape_parameter" title="Shape parameter">shape parameter</a>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda >0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> <mo>></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda >0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/eea25afc0351140f919cf791c49c1964b8b081de" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.616ex; height:2.176ex;" alt="{\displaystyle \lambda >0}"></span> is the <a href="/wiki/Scale_parameter" title="Scale parameter">scale parameter</a> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \theta }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>θ<!-- θ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \theta }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6e5ab2664b422d53eb0c7df3b87e1360d75ad9af" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.09ex; height:2.176ex;" alt="{\displaystyle \theta }"></span> is the <a href="/wiki/Location_parameter" title="Location parameter">location parameter</a> of the distribution. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \theta }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>θ<!-- θ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \theta }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6e5ab2664b422d53eb0c7df3b87e1360d75ad9af" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.09ex; height:2.176ex;" alt="{\displaystyle \theta }"></span> value sets an initial failure-free time before the regular Weibull process begins. When <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \theta =0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>θ<!-- θ --></mi> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \theta =0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2a7bc6e34b53e0e8a8815159c356b1acccf7ea24" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.351ex; height:2.176ex;" alt="{\displaystyle \theta =0}"></span>, this reduces to the 2-parameter distribution.</li> <li><div class="paragraphbreak" style="margin-top:0.5em"></div>The Weibull distribution can be characterized as the distribution of a random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>W</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle W}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/54a9c4c547f4d6111f81946cad242b18298d70b7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.435ex; height:2.176ex;" alt="{\displaystyle W}"></span> such that the random variable <blockquote><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X=\left({\frac {W}{\lambda }}\right)^{k}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>W</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X=\left({\frac {W}{\lambda }}\right)^{k}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f22379b79497ddec3656eab0f19e916690bddf25" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:12.86ex; height:6.676ex;" alt="{\displaystyle X=\left({\frac {W}{\lambda }}\right)^{k}}"></span></p></blockquote> <div class="paragraphbreak" style="margin-top:0.5em"></div>is the standard <a href="/wiki/Exponential_distribution" title="Exponential distribution">exponential distribution</a> with intensity 1.<sup id="cite_ref-JKB_12-2" class="reference"><a href="#cite_note-JKB-12"><span class="cite-bracket">[</span>12<span class="cite-bracket">]</span></a></sup></li> <li>This implies that the Weibull distribution can also be characterized in terms of a <a href="/wiki/Uniform_distribution_(continuous)" class="mw-redirect" title="Uniform distribution (continuous)">uniform distribution</a>: if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle U}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>U</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle U}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/458a728f53b9a0274f059cd695e067c430956025" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.783ex; height:2.176ex;" alt="{\displaystyle U}"></span> is uniformly distributed on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (0,1)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (0,1)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c79c6838e423c1ed3c7ea532a56dc9f9dae8290b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.168ex; height:2.843ex;" alt="{\displaystyle (0,1)}"></span>, then the random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W=\lambda (-\ln(U))^{1/k}\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>W</mi> <mo>=</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">(</mo> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>U</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>k</mi> </mrow> </msup> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle W=\lambda (-\ln(U))^{1/k}\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cc0433edef7dfa2b9f2c23b683eab724016602cf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:19.544ex; height:3.343ex;" alt="{\displaystyle W=\lambda (-\ln(U))^{1/k}\,}"></span> is Weibull distributed with parameters <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span>. Note that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle -\ln(U)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>−<!-- − --></mo> <mi>ln</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>U</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle -\ln(U)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e58a3be0fdb7f2b7c45faf46d21c40e98b15a0d5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.726ex; height:2.843ex;" alt="{\displaystyle -\ln(U)}"></span> here is equivalent to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> just above. This leads to an easily implemented numerical scheme for simulating a Weibull distribution.</li> <li>The Weibull distribution interpolates between the exponential distribution with intensity <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1/\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1/\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1add931eabb9aec89275acb2f50d50428010b0fe" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:3.68ex; height:2.843ex;" alt="{\displaystyle 1/\lambda }"></span> when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6c035ffa69b5bca8bf2d16c3da3aaad79a8bcbfa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.472ex; height:2.176ex;" alt="{\displaystyle k=1}"></span> and a <a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh distribution</a> of mode <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma =\lambda /{\sqrt {2}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>σ<!-- σ --></mi> <mo>=</mo> <mi>λ<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>2</mn> </msqrt> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma =\lambda /{\sqrt {2}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a786fa80734536356af025d27dce07773c3c218a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.044ex; height:3.176ex;" alt="{\displaystyle \sigma =\lambda /{\sqrt {2}}}"></span> when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0bd301789e1f25a3da4be297ff637754ebee5f5d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.472ex; height:2.176ex;" alt="{\displaystyle k=2}"></span>.</li> <li>The Weibull distribution (usually sufficient in <a href="/wiki/Reliability_engineering" title="Reliability engineering">reliability engineering</a>) is a special case of the three parameter <a href="/wiki/Exponentiated_Weibull_distribution" title="Exponentiated Weibull distribution">exponentiated Weibull distribution</a> where the additional exponent equals 1. The exponentiated Weibull distribution accommodates <a href="/wiki/Unimodal_function" class="mw-redirect" title="Unimodal function">unimodal</a>, <a href="/wiki/Bathtub_curve" title="Bathtub curve">bathtub shaped</a><sup id="cite_ref-33" class="reference"><a href="#cite_note-33"><span class="cite-bracket">[</span>33<span class="cite-bracket">]</span></a></sup> and <a href="/wiki/Monotonic_function" title="Monotonic function">monotone</a> <a href="/wiki/Failure_rate" title="Failure rate">failure rates</a>.</li> <li><div class="paragraphbreak" style="margin-top:0.5em"></div>The Weibull distribution is a special case of the <a href="/wiki/Generalized_extreme_value_distribution" title="Generalized extreme value distribution">generalized extreme value distribution</a>. It was in this connection that the distribution was first identified by <a href="/wiki/Maurice_Fr%C3%A9chet" class="mw-redirect" title="Maurice Fréchet">Maurice Fréchet</a> in 1927.<sup id="cite_ref-34" class="reference"><a href="#cite_note-34"><span class="cite-bracket">[</span>34<span class="cite-bracket">]</span></a></sup> The closely related <a href="/wiki/Fr%C3%A9chet_distribution" title="Fréchet distribution">Fréchet distribution</a>, named for this work, has the probability density function <blockquote><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f_{\rm {Frechet}}(x;k,\lambda )={\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{-1-k}e^{-(x/\lambda )^{-k}}=f_{\rm {Weibull}}(x;-k,\lambda ).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">F</mi> <mi mathvariant="normal">r</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">c</mi> <mi mathvariant="normal">h</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">t</mi> </mrow> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>x</mi> <mi>λ<!-- λ --></mi> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>k</mi> </mrow> </msup> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mi>λ<!-- λ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mi>k</mi> </mrow> </msup> </mrow> </msup> <mo>=</mo> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">W</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">i</mi> <mi mathvariant="normal">b</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">l</mi> <mi mathvariant="normal">l</mi> </mrow> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mo>−<!-- − --></mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f_{\rm {Frechet}}(x;k,\lambda )={\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{-1-k}e^{-(x/\lambda )^{-k}}=f_{\rm {Weibull}}(x;-k,\lambda ).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b09dc6ee62c281cb42bdd9c9a976707a5ab104f3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:58.14ex; height:5.509ex;" alt="{\displaystyle f_{\rm {Frechet}}(x;k,\lambda )={\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{-1-k}e^{-(x/\lambda )^{-k}}=f_{\rm {Weibull}}(x;-k,\lambda ).}"></span></p></blockquote></li> <li>The distribution of a random variable that is defined as the minimum of several random variables, each having a different Weibull distribution, is a <a href="/wiki/Poly-Weibull_distribution" title="Poly-Weibull distribution">poly-Weibull distribution</a>.</li> <li><div class="paragraphbreak" style="margin-top:0.5em"></div>The Weibull distribution was first applied by <a href="#CITEREFRosinRammler1933">Rosin & Rammler (1933)</a> to describe particle size distributions. It is widely used in <a href="/wiki/Mineral_processing" title="Mineral processing">mineral processing</a> to describe <a href="/wiki/Particle_size_distribution" class="mw-redirect" title="Particle size distribution">particle size distributions</a> in <a href="/wiki/Comminution" title="Comminution">comminution</a> processes. In this context the cumulative distribution is given by <blockquote><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x;P_{\rm {80}},m)={\begin{cases}1-e^{\ln \left(0.2\right)\left({\frac {x}{P_{\rm {80}}}}\right)^{m}}&x\geq 0,\\0&x<0,\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <msub> <mi>P</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mn>80</mn> </mrow> </mrow> </msub> <mo>,</mo> <mi>m</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mn>1</mn> <mo>−<!-- − --></mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>ln</mi> <mo>⁡<!-- --></mo> <mrow> <mo>(</mo> <mn>0.2</mn> <mo>)</mo> </mrow> <msup> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>x</mi> <msub> <mi>P</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mn>80</mn> </mrow> </mrow> </msub> </mfrac> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>m</mi> </mrow> </msup> </mrow> </msup> </mtd> <mtd> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <mi>x</mi> <mo><</mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x;P_{\rm {80}},m)={\begin{cases}1-e^{\ln \left(0.2\right)\left({\frac {x}{P_{\rm {80}}}}\right)^{m}}&x\geq 0,\\0&x<0,\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/385c2720a79553b87c3a6fa685c8ede059061e7f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.505ex; width:43.164ex; height:8.176ex;" alt="{\displaystyle f(x;P_{\rm {80}},m)={\begin{cases}1-e^{\ln \left(0.2\right)\left({\frac {x}{P_{\rm {80}}}}\right)^{m}}&x\geq 0,\\0&x<0,\end{cases}}}"></span></p></blockquote> <div class="paragraphbreak" style="margin-top:0.5em"></div>where <ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> is the particle size</li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P_{\rm {80}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>P</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mn>80</mn> </mrow> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P_{\rm {80}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9106a153644cd1a780c113685940ef23e1a01964" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.368ex; height:2.509ex;" alt="{\displaystyle P_{\rm {80}}}"></span> is the 80th percentile of the particle size distribution</li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>m</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle m}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0a07d98bb302f3856cbabc47b2b9016692e3f7bc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}"></span> is a parameter describing the spread of the distribution</li></ul></li> <li>Because of its availability in <a href="/wiki/Spreadsheet" title="Spreadsheet">spreadsheets</a>, it is also used where the underlying behavior is actually better modeled by an <a href="/wiki/Erlang_distribution" title="Erlang distribution">Erlang distribution</a>.<sup id="cite_ref-35" class="reference"><a href="#cite_note-35"><span class="cite-bracket">[</span>35<span class="cite-bracket">]</span></a></sup></li> <li>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\sim \mathrm {Weibull} (\lambda ,{\frac {1}{2}})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>∼<!-- ∼ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">W</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">i</mi> <mi mathvariant="normal">b</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">l</mi> <mi mathvariant="normal">l</mi> </mrow> <mo stretchy="false">(</mo> <mi>λ<!-- λ --></mi> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\sim \mathrm {Weibull} (\lambda ,{\frac {1}{2}})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/31fcdf2bf838f664e677b641edda4d2446fbf9fb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:19.222ex; height:5.176ex;" alt="{\displaystyle X\sim \mathrm {Weibull} (\lambda ,{\frac {1}{2}})}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\sqrt {X}}\sim \mathrm {Exponential} ({\frac {1}{\sqrt {\lambda }}})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mi>X</mi> </msqrt> </mrow> <mo>∼<!-- ∼ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">E</mi> <mi mathvariant="normal">x</mi> <mi mathvariant="normal">p</mi> <mi mathvariant="normal">o</mi> <mi mathvariant="normal">n</mi> <mi mathvariant="normal">e</mi> <mi mathvariant="normal">n</mi> <mi mathvariant="normal">t</mi> <mi mathvariant="normal">i</mi> <mi mathvariant="normal">a</mi> <mi mathvariant="normal">l</mi> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msqrt> <mi>λ<!-- λ --></mi> </msqrt> </mfrac> </mrow> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\sqrt {X}}\sim \mathrm {Exponential} ({\frac {1}{\sqrt {\lambda }}})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/dfe605393f7c5df97a55ef7169a3f37b72bc38ac" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.838ex; width:25.194ex; height:6.176ex;" alt="{\displaystyle {\sqrt {X}}\sim \mathrm {Exponential} ({\frac {1}{\sqrt {\lambda }}})}"></span> (<a href="/wiki/Exponential_distribution" title="Exponential distribution">Exponential distribution</a>)</li> <li><div class="paragraphbreak" style="margin-top:0.5em"></div>For the same values of k, the <a href="/wiki/Gamma_distribution" title="Gamma distribution">Gamma distribution</a> takes on similar shapes, but the Weibull distribution is more <a href="/wiki/Kurtosis#Excess_kurtosis" title="Kurtosis">platykurtic</a>.</li></ul> <ul><li><div class="paragraphbreak" style="margin-top:0.5em"></div> From the viewpoint of the <a href="/wiki/Stable_count_distribution" title="Stable count distribution">Stable count distribution</a>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> can be regarded as Lévy's stability parameter. A Weibull distribution can be decomposed to an integral of kernel density where the kernel is either a <a href="/wiki/Laplace_distribution" title="Laplace distribution">Laplace distribution</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;1,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mn>1</mn> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;1,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0cc09b42ec06adeb12ab3d245032e56c1a272f76" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.465ex; height:2.843ex;" alt="{\displaystyle F(x;1,\lambda )}"></span> or a <a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh distribution</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;2,\lambda )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mn>2</mn> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;2,\lambda )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7c1a22c8142bee64a5f7c59ea953f0379f1211d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.465ex; height:2.843ex;" alt="{\displaystyle F(x;2,\lambda )}"></span>: <blockquote><p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x;k,\lambda )={\begin{cases}\displaystyle \int _{0}^{\infty }{\frac {1}{\nu }}\,F(x;1,\lambda \nu )\left(\Gamma \left({\frac {1}{k}}+1\right){\mathfrak {N}}_{k}(\nu )\right)\,d\nu ,&1\geq k>0;{\text{or }}\\\displaystyle \int _{0}^{\infty }{\frac {1}{s}}\,F(x;2,{\sqrt {2}}\lambda s)\left({\sqrt {\frac {2}{\pi }}}\,\Gamma \left({\frac {1}{k}}+1\right)V_{k}(s)\right)\,ds,&2\geq k>0;\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mi>k</mi> <mo>,</mo> <mi>λ<!-- λ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mo>∫<!-- ∫ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞<!-- ∞ --></mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>ν<!-- ν --></mi> </mfrac> </mrow> <mspace width="thinmathspace" /> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mn>1</mn> <mo>,</mo> <mi>λ<!-- λ --></mi> <mi>ν<!-- ν --></mi> <mo stretchy="false">)</mo> <mrow> <mo>(</mo> <mrow> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> <mo>+</mo> <mn>1</mn> </mrow> <mo>)</mo> </mrow> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="fraktur">N</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>ν<!-- ν --></mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mspace width="thinmathspace" /> <mi>d</mi> <mi>ν<!-- ν --></mi> <mo>,</mo> </mstyle> </mtd> <mtd> <mn>1</mn> <mo>≥<!-- ≥ --></mo> <mi>k</mi> <mo>></mo> <mn>0</mn> <mo>;</mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>or </mtext> </mrow> </mtd> </mtr> <mtr> <mtd> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mo>∫<!-- ∫ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞<!-- ∞ --></mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>s</mi> </mfrac> </mrow> <mspace width="thinmathspace" /> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>;</mo> <mn>2</mn> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mn>2</mn> </msqrt> </mrow> <mi>λ<!-- λ --></mi> <mi>s</mi> <mo stretchy="false">)</mo> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mfrac> <mn>2</mn> <mi>π<!-- π --></mi> </mfrac> </msqrt> </mrow> <mspace width="thinmathspace" /> <mi mathvariant="normal">Γ<!-- Γ --></mi> <mrow> <mo>(</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mi>k</mi> </mfrac> </mrow> <mo>+</mo> <mn>1</mn> </mrow> <mo>)</mo> </mrow> <msub> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>s</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mspace width="thinmathspace" /> <mi>d</mi> <mi>s</mi> <mo>,</mo> </mstyle> </mtd> <mtd> <mn>2</mn> <mo>≥<!-- ≥ --></mo> <mi>k</mi> <mo>></mo> <mn>0</mn> <mo>;</mo> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x;k,\lambda )={\begin{cases}\displaystyle \int _{0}^{\infty }{\frac {1}{\nu }}\,F(x;1,\lambda \nu )\left(\Gamma \left({\frac {1}{k}}+1\right){\mathfrak {N}}_{k}(\nu )\right)\,d\nu ,&1\geq k>0;{\text{or }}\\\displaystyle \int _{0}^{\infty }{\frac {1}{s}}\,F(x;2,{\sqrt {2}}\lambda s)\left({\sqrt {\frac {2}{\pi }}}\,\Gamma \left({\frac {1}{k}}+1\right)V_{k}(s)\right)\,ds,&2\geq k>0;\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78d4856ded4aa4f5b1cda4024bc70e390c59a7ee" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -5.671ex; width:81.397ex; height:12.509ex;" alt="{\displaystyle F(x;k,\lambda )={\begin{cases}\displaystyle \int _{0}^{\infty }{\frac {1}{\nu }}\,F(x;1,\lambda \nu )\left(\Gamma \left({\frac {1}{k}}+1\right){\mathfrak {N}}_{k}(\nu )\right)\,d\nu ,&1\geq k>0;{\text{or }}\\\displaystyle \int _{0}^{\infty }{\frac {1}{s}}\,F(x;2,{\sqrt {2}}\lambda s)\left({\sqrt {\frac {2}{\pi }}}\,\Gamma \left({\frac {1}{k}}+1\right)V_{k}(s)\right)\,ds,&2\geq k>0;\end{cases}}}"></span></p></blockquote> <div class="paragraphbreak" style="margin-top:0.5em"></div>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathfrak {N}}_{k}(\nu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="fraktur">N</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>ν<!-- ν --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathfrak {N}}_{k}(\nu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ae0540a0ac7970b862e0fbed0bc50cf43e7aa2c3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.064ex; height:2.843ex;" alt="{\displaystyle {\mathfrak {N}}_{k}(\nu )}"></span> is the <a href="/wiki/Stable_count_distribution" title="Stable count distribution">Stable count distribution</a> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle V_{k}(s)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>s</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle V_{k}(s)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/109522db9901f404e484113518fc66f366d98059" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.344ex; height:2.843ex;" alt="{\displaystyle V_{k}(s)}"></span> is the <a href="/wiki/Stable_count_distribution#Stable_Vol_Distribution" title="Stable count distribution">Stable vol distribution</a>.</li></ul> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=21" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Discrete_Weibull_distribution" title="Discrete Weibull distribution">Discrete Weibull distribution</a></li> <li><a href="/wiki/Fisher%E2%80%93Tippett%E2%80%93Gnedenko_theorem" title="Fisher–Tippett–Gnedenko theorem">Fisher–Tippett–Gnedenko theorem</a></li> <li><a href="/wiki/Logistic_distribution" title="Logistic distribution">Logistic distribution</a></li> <li><a href="/wiki/Particle-size_distribution#Rosin–Rammler_distribution" title="Particle-size distribution">Rosin–Rammler distribution</a> for particle size analysis</li> <li><a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh distribution</a></li> <li><a href="/wiki/Stable_count_distribution" title="Stable count distribution">Stable count distribution</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Weibull_distribution&action=edit&section=22" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist reflist-columns references-column-width" style="column-width: 30em;"> <ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFW._Weibull1939" class="citation journal cs1">W. Weibull (1939). "The Statistical Theory of the Strength of Materials". <i>Ingeniors Vetenskaps Academy Handlingar</i> (151). Stockholm: Generalstabens Litografiska Anstalts Förlag: <span class="nowrap">1–</span>45.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Ingeniors+Vetenskaps+Academy+Handlingar&rft.atitle=The+Statistical+Theory+of+the+Strength+of+Materials&rft.issue=151&rft.pages=%3Cspan+class%3D%22nowrap%22%3E1-%3C%2Fspan%3E45&rft.date=1939&rft.au=W.+Weibull&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text">Bowers, et. al. (1997) Actuarial Mathematics, 2nd ed. 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(2011). 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"Lindy's Law". <i>Physica A: Statistical Mechanics and Its Applications</i>. <b>486</b>: <span class="nowrap">797–</span>805. <a href="/wiki/Bibcode_(identifier)" class="mw-redirect" title="Bibcode (identifier)">Bibcode</a>:<a rel="nofollow" class="external text" href="https://ui.adsabs.harvard.edu/abs/2017PhyA..486..797E">2017PhyA..486..797E</a>. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.physa.2017.05.077">10.1016/j.physa.2017.05.077</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:125349686">125349686</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Physica+A%3A+Statistical+Mechanics+and+Its+Applications&rft.atitle=Lindy%27s+Law&rft.volume=486&rft.pages=%3Cspan+class%3D%22nowrap%22%3E797-%3C%2Fspan%3E805&rft.date=2017-11&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A125349686%23id-name%3DS2CID&rft_id=info%3Adoi%2F10.1016%2Fj.physa.2017.05.077&rft_id=info%3Abibcode%2F2017PhyA..486..797E&rft.aulast=Eliazar&rft.aufirst=Iddo&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span></span> </li> <li id="cite_note-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-8">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFCollett2015" class="citation book cs1">Collett, David (2015). <i>Modelling survival data in medical research</i> (3rd ed.). 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(2002). <i>The statistical analysis of failure time data</i> (2nd ed.). Hoboken, N.J.: J. Wiley. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-471-36357-6" title="Special:BookSources/978-0-471-36357-6"><bdi>978-0-471-36357-6</bdi></a>. <a href="/wiki/OCLC_(identifier)" class="mw-redirect" title="OCLC (identifier)">OCLC</a> <a rel="nofollow" class="external text" href="https://search.worldcat.org/oclc/50124320">50124320</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=The+statistical+analysis+of+failure+time+data&rft.place=Hoboken%2C+N.J.&rft.edition=2nd&rft.pub=J.+Wiley&rft.date=2002&rft_id=info%3Aoclcnum%2F50124320&rft.isbn=978-0-471-36357-6&rft.aulast=Kalbfleisch&rft.aufirst=J.+D.&rft.au=Prentice%2C+R.+L.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span></span> </li> <li id="cite_note-11"><span class="mw-cite-backlink"><b><a href="#cite_ref-11">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFTherneau2020" class="citation web cs1">Therneau, T. 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(1994), <i>Continuous univariate distributions. 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(1974), <span class="id-lock-registration" title="Free registration required"><a rel="nofollow" class="external text" href="https://archive.org/details/methodsforstatis00mann"><i>Methods for Statistical Analysis of Reliability and Life Data</i></a></span>, Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics (1st ed.), New York: John Wiley & Sons, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-471-56737-0" title="Special:BookSources/978-0-471-56737-0"><bdi>978-0-471-56737-0</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Methods+for+Statistical+Analysis+of+Reliability+and+Life+Data&rft.place=New+York&rft.series=Wiley+Series+in+Probability+and+Mathematical+Statistics%3A+Applied+Probability+and+Statistics&rft.edition=1st&rft.pub=John+Wiley+%26+Sons&rft.date=1974&rft.isbn=978-0-471-56737-0&rft.aulast=Mann&rft.aufirst=Nancy+R.&rft.au=Schafer%2C+Ray+E.&rft.au=Singpurwalla%2C+Nozer+D.&rft_id=https%3A%2F%2Farchive.org%2Fdetails%2Fmethodsforstatis00mann&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFMuraleedharanRaoKurupNair2007" class="citation cs2">Muraleedharan, G.; Rao, A.D.; Kurup, P.G.; Nair, N. Unnikrishnan; Sinha, Mourani (2007), "Modified Weibull Distribution for Maximum and Significant Wave Height Simulation and Prediction", <i>Coastal Engineering</i>, <b>54</b> (8): <span class="nowrap">630–</span>638, <a href="/wiki/Bibcode_(identifier)" class="mw-redirect" title="Bibcode (identifier)">Bibcode</a>:<a rel="nofollow" class="external text" href="https://ui.adsabs.harvard.edu/abs/2007CoasE..54..630M">2007CoasE..54..630M</a>, <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1016%2Fj.coastaleng.2007.05.001">10.1016/j.coastaleng.2007.05.001</a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Coastal+Engineering&rft.atitle=Modified+Weibull+Distribution+for+Maximum+and+Significant+Wave+Height+Simulation+and+Prediction&rft.volume=54&rft.issue=8&rft.pages=%3Cspan+class%3D%22nowrap%22%3E630-%3C%2Fspan%3E638&rft.date=2007&rft_id=info%3Adoi%2F10.1016%2Fj.coastaleng.2007.05.001&rft_id=info%3Abibcode%2F2007CoasE..54..630M&rft.aulast=Muraleedharan&rft.aufirst=G.&rft.au=Rao%2C+A.D.&rft.au=Kurup%2C+P.G.&rft.au=Nair%2C+N.+Unnikrishnan&rft.au=Sinha%2C+Mourani&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFRosinRammler1933" class="citation cs2">Rosin, P.; Rammler, E. (1933), "The Laws Governing the Fineness of Powdered Coal", <i>Journal of the Institute of Fuel</i>, <b>7</b>: <span class="nowrap">29–</span>36</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+the+Institute+of+Fuel&rft.atitle=The+Laws+Governing+the+Fineness+of+Powdered+Coal&rft.volume=7&rft.pages=%3Cspan+class%3D%22nowrap%22%3E29-%3C%2Fspan%3E36&rft.date=1933&rft.aulast=Rosin&rft.aufirst=P.&rft.au=Rammler%2C+E.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span>.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFSagiasKaragiannidis2005" class="citation journal cs1">Sagias, N.C.; Karagiannidis, G.K. (2005). "Gaussian Class Multivariate Weibull Distributions: Theory and Applications in Fading Channels". <i>IEEE Transactions on Information Theory</i>. <b>51</b> (10): <span class="nowrap">3608–</span>19. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1109%2FTIT.2005.855598">10.1109/TIT.2005.855598</a>. <a href="/wiki/MR_(identifier)" class="mw-redirect" title="MR (identifier)">MR</a> <a rel="nofollow" class="external text" href="https://mathscinet.ams.org/mathscinet-getitem?mr=2237527">2237527</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:14654176">14654176</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=IEEE+Transactions+on+Information+Theory&rft.atitle=Gaussian+Class+Multivariate+Weibull+Distributions%3A+Theory+and+Applications+in+Fading+Channels&rft.volume=51&rft.issue=10&rft.pages=%3Cspan+class%3D%22nowrap%22%3E3608-%3C%2Fspan%3E19&rft.date=2005&rft_id=https%3A%2F%2Fmathscinet.ams.org%2Fmathscinet-getitem%3Fmr%3D2237527%23id-name%3DMR&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A14654176%23id-name%3DS2CID&rft_id=info%3Adoi%2F10.1109%2FTIT.2005.855598&rft.aulast=Sagias&rft.aufirst=N.C.&rft.au=Karagiannidis%2C+G.K.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWeibull1951" class="citation cs2"><a href="/wiki/Waloddi_Weibull" title="Waloddi Weibull">Weibull, W.</a> (1951), <a rel="nofollow" class="external text" href="http://web.cecs.pdx.edu/~cgshirl/Documents/Weibull-ASME-Paper-1951.pdf">"A statistical distribution function of wide applicability"</a> <span class="cs1-format">(PDF)</span>, <i>Journal of Applied Mechanics</i>, <b>18</b> (3): <span class="nowrap">293–</span>297, <a href="/wiki/Bibcode_(identifier)" class="mw-redirect" title="Bibcode (identifier)">Bibcode</a>:<a rel="nofollow" class="external text" href="https://ui.adsabs.harvard.edu/abs/1951JAM....18..293W">1951JAM....18..293W</a>, <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1115%2F1.4010337">10.1115/1.4010337</a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+Applied+Mechanics&rft.atitle=A+statistical+distribution+function+of+wide+applicability&rft.volume=18&rft.issue=3&rft.pages=%3Cspan+class%3D%22nowrap%22%3E293-%3C%2Fspan%3E297&rft.date=1951&rft_id=info%3Adoi%2F10.1115%2F1.4010337&rft_id=info%3Abibcode%2F1951JAM....18..293W&rft.aulast=Weibull&rft.aufirst=W.&rft_id=http%3A%2F%2Fweb.cecs.pdx.edu%2F~cgshirl%2FDocuments%2FWeibull-ASME-Paper-1951.pdf&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span>.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite class="citation book cs1"><a rel="nofollow" class="external text" href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm">"Weibull Distribution"</a>. <i>Engineering statistics handbook</i>. <a href="/wiki/National_Institute_of_Standards_and_Technology" title="National Institute of Standards and Technology">National Institute of Standards and Technology</a>. 2008.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=bookitem&rft.atitle=Weibull+Distribution&rft.btitle=Engineering+statistics+handbook&rft.pub=National+Institute+of+Standards+and+Technology&rft.date=2008&rft_id=http%3A%2F%2Fwww.itl.nist.gov%2Fdiv898%2Fhandbook%2Feda%2Fsection3%2Feda3668.htm&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWeibull+distribution" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFNelson_Jr2008" class="citation web cs1">Nelson Jr, Ralph (2008-02-05). <a rel="nofollow" class="external text" href="http://www.erpt.org/014Q/nelsa-06.htm">"Dispersing Powders in Liquids, Part 1, Chap 6: Particle Volume Distribution"</a><span class="reference-accessdate">. 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style="width:1%">Discrete <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">with finite <br />support</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benford%27s_law" title="Benford's law">Benford</a></li> <li><a href="/wiki/Bernoulli_distribution" title="Bernoulli distribution">Bernoulli</a></li> <li><a href="/wiki/Beta-binomial_distribution" title="Beta-binomial distribution">Beta-binomial</a></li> <li><a href="/wiki/Binomial_distribution" title="Binomial distribution">Binomial</a></li> <li><a href="/wiki/Categorical_distribution" title="Categorical distribution">Categorical</a></li> <li><a href="/wiki/Hypergeometric_distribution" title="Hypergeometric distribution">Hypergeometric</a> <ul><li><a href="/wiki/Negative_hypergeometric_distribution" title="Negative hypergeometric distribution">Negative</a></li></ul></li> <li><a href="/wiki/Poisson_binomial_distribution" title="Poisson binomial distribution">Poisson binomial</a></li> <li><a href="/wiki/Rademacher_distribution" title="Rademacher distribution">Rademacher</a></li> <li><a href="/wiki/Soliton_distribution" title="Soliton distribution">Soliton</a></li> <li><a href="/wiki/Discrete_uniform_distribution" title="Discrete uniform distribution">Discrete uniform</a></li> <li><a href="/wiki/Zipf%27s_law" title="Zipf's law">Zipf</a></li> <li><a href="/wiki/Zipf%E2%80%93Mandelbrot_law" title="Zipf–Mandelbrot law">Zipf–Mandelbrot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with infinite <br />support</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Beta_negative_binomial_distribution" title="Beta negative binomial distribution">Beta negative binomial</a></li> <li><a href="/wiki/Borel_distribution" title="Borel distribution">Borel</a></li> <li><a href="/wiki/Conway%E2%80%93Maxwell%E2%80%93Poisson_distribution" title="Conway–Maxwell–Poisson distribution">Conway–Maxwell–Poisson</a></li> <li><a href="/wiki/Discrete_phase-type_distribution" title="Discrete phase-type distribution">Discrete phase-type</a></li> <li><a href="/wiki/Delaporte_distribution" title="Delaporte distribution">Delaporte</a></li> <li><a href="/wiki/Extended_negative_binomial_distribution" title="Extended negative binomial distribution">Extended negative binomial</a></li> <li><a href="/wiki/Flory%E2%80%93Schulz_distribution" title="Flory–Schulz distribution">Flory–Schulz</a></li> <li><a href="/wiki/Gauss%E2%80%93Kuzmin_distribution" title="Gauss–Kuzmin distribution">Gauss–Kuzmin</a></li> <li><a href="/wiki/Geometric_distribution" title="Geometric distribution">Geometric</a></li> <li><a href="/wiki/Logarithmic_distribution" title="Logarithmic distribution">Logarithmic</a></li> <li><a href="/wiki/Mixed_Poisson_distribution" title="Mixed Poisson distribution">Mixed Poisson</a></li> <li><a href="/wiki/Negative_binomial_distribution" title="Negative binomial distribution">Negative binomial</a></li> <li><a href="/wiki/(a,b,0)_class_of_distributions" title="(a,b,0) class of distributions">Panjer</a></li> <li><a href="/wiki/Parabolic_fractal_distribution" title="Parabolic fractal distribution">Parabolic fractal</a></li> <li><a href="/wiki/Poisson_distribution" title="Poisson distribution">Poisson</a></li> <li><a href="/wiki/Skellam_distribution" title="Skellam distribution">Skellam</a></li> <li><a href="/wiki/Yule%E2%80%93Simon_distribution" title="Yule–Simon distribution">Yule–Simon</a></li> <li><a href="/wiki/Zeta_distribution" title="Zeta distribution">Zeta</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Continuous <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />bounded interval</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Arcsine_distribution" title="Arcsine distribution">Arcsine</a></li> <li><a href="/wiki/ARGUS_distribution" title="ARGUS distribution">ARGUS</a></li> <li><a href="/wiki/Balding%E2%80%93Nichols_model" title="Balding–Nichols model">Balding–Nichols</a></li> <li><a href="/wiki/Bates_distribution" title="Bates distribution">Bates</a></li> <li><a href="/wiki/Beta_distribution" title="Beta distribution">Beta</a> <ul><li><a href="/wiki/Generalized_beta_distribution" title="Generalized beta distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Beta_rectangular_distribution" title="Beta rectangular distribution">Beta rectangular</a></li> <li><a href="/wiki/Continuous_Bernoulli_distribution" title="Continuous Bernoulli distribution">Continuous Bernoulli</a></li> <li><a href="/wiki/Irwin%E2%80%93Hall_distribution" title="Irwin–Hall distribution">Irwin–Hall</a></li> <li><a href="/wiki/Kumaraswamy_distribution" title="Kumaraswamy distribution">Kumaraswamy</a></li> <li><a href="/wiki/Logit-normal_distribution" title="Logit-normal distribution">Logit-normal</a></li> <li><a href="/wiki/Noncentral_beta_distribution" title="Noncentral beta distribution">Noncentral beta</a></li> <li><a href="/wiki/PERT_distribution" title="PERT distribution">PERT</a></li> <li><a href="/wiki/Raised_cosine_distribution" title="Raised cosine distribution">Raised cosine</a></li> <li><a href="/wiki/Reciprocal_distribution" title="Reciprocal distribution">Reciprocal</a></li> <li><a href="/wiki/Triangular_distribution" title="Triangular distribution">Triangular</a></li> <li><a href="/wiki/U-quadratic_distribution" title="U-quadratic distribution">U-quadratic</a></li> <li><a href="/wiki/Continuous_uniform_distribution" title="Continuous uniform distribution">Uniform</a></li> <li><a href="/wiki/Wigner_semicircle_distribution" title="Wigner semicircle distribution">Wigner semicircle</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported on a <br />semi-infinite <br />interval</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Benini_distribution" title="Benini distribution">Benini</a></li> <li><a href="/wiki/Benktander_type_I_distribution" title="Benktander type I distribution">Benktander 1st kind</a></li> <li><a href="/wiki/Benktander_type_II_distribution" title="Benktander type II distribution">Benktander 2nd kind</a></li> <li><a href="/wiki/Beta_prime_distribution" title="Beta prime distribution">Beta prime</a></li> <li><a href="/wiki/Burr_distribution" title="Burr distribution">Burr</a></li> <li><a href="/wiki/Chi_distribution" title="Chi distribution">Chi</a></li> <li><a href="/wiki/Chi-squared_distribution" title="Chi-squared distribution">Chi-squared</a> <ul><li><a href="/wiki/Noncentral_chi-squared_distribution" title="Noncentral chi-squared distribution">Noncentral</a></li> <li><a href="/wiki/Inverse-chi-squared_distribution" title="Inverse-chi-squared distribution">Inverse</a> <ul><li><a href="/wiki/Scaled_inverse_chi-squared_distribution" title="Scaled inverse chi-squared distribution">Scaled</a></li></ul></li></ul></li> <li><a href="/wiki/Dagum_distribution" title="Dagum distribution">Dagum</a></li> <li><a href="/wiki/Davis_distribution" title="Davis distribution">Davis</a></li> <li><a href="/wiki/Erlang_distribution" title="Erlang distribution">Erlang</a> <ul><li><a href="/wiki/Hyper-Erlang_distribution" title="Hyper-Erlang distribution">Hyper</a></li></ul></li> <li><a href="/wiki/Exponential_distribution" title="Exponential distribution">Exponential</a> <ul><li><a href="/wiki/Hyperexponential_distribution" title="Hyperexponential distribution">Hyperexponential</a></li> <li><a href="/wiki/Hypoexponential_distribution" title="Hypoexponential distribution">Hypoexponential</a></li> <li><a href="/wiki/Exponential-logarithmic_distribution" title="Exponential-logarithmic distribution">Logarithmic</a></li></ul></li> <li><a href="/wiki/F-distribution" title="F-distribution"><i>F</i></a> <ul><li><a href="/wiki/Noncentral_F-distribution" title="Noncentral F-distribution">Noncentral</a></li></ul></li> <li><a href="/wiki/Folded_normal_distribution" title="Folded normal distribution">Folded normal</a></li> <li><a href="/wiki/Fr%C3%A9chet_distribution" title="Fréchet distribution">Fréchet</a></li> <li><a href="/wiki/Gamma_distribution" title="Gamma distribution">Gamma</a> <ul><li><a href="/wiki/Generalized_gamma_distribution" title="Generalized gamma distribution">Generalized</a></li> <li><a href="/wiki/Inverse-gamma_distribution" title="Inverse-gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Gamma/Gompertz_distribution" title="Gamma/Gompertz distribution">gamma/Gompertz</a></li> <li><a href="/wiki/Gompertz_distribution" title="Gompertz distribution">Gompertz</a> <ul><li><a href="/wiki/Shifted_Gompertz_distribution" title="Shifted Gompertz distribution">Shifted</a></li></ul></li> <li><a href="/wiki/Half-logistic_distribution" title="Half-logistic distribution">Half-logistic</a></li> <li><a href="/wiki/Half-normal_distribution" title="Half-normal distribution">Half-normal</a></li> <li><a href="/wiki/Hotelling%27s_T-squared_distribution" title="Hotelling's T-squared distribution">Hotelling's <i>T</i>-squared</a></li> <li><a href="/wiki/Inverse_Gaussian_distribution" title="Inverse Gaussian distribution">Inverse Gaussian</a> <ul><li><a href="/wiki/Generalized_inverse_Gaussian_distribution" title="Generalized inverse Gaussian distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov</a></li> <li><a href="/wiki/L%C3%A9vy_distribution" title="Lévy distribution">Lévy</a></li> <li><a href="/wiki/Log-Cauchy_distribution" title="Log-Cauchy distribution">Log-Cauchy</a></li> <li><a href="/wiki/Log-Laplace_distribution" title="Log-Laplace distribution">Log-Laplace</a></li> <li><a href="/wiki/Log-logistic_distribution" title="Log-logistic distribution">Log-logistic</a></li> <li><a href="/wiki/Log-normal_distribution" title="Log-normal distribution">Log-normal</a></li> <li><a href="/wiki/Log-t_distribution" title="Log-t distribution">Log-t</a></li> <li><a href="/wiki/Lomax_distribution" title="Lomax distribution">Lomax</a></li> <li><a href="/wiki/Matrix-exponential_distribution" title="Matrix-exponential distribution">Matrix-exponential</a></li> <li><a href="/wiki/Maxwell%E2%80%93Boltzmann_distribution" title="Maxwell–Boltzmann distribution">Maxwell–Boltzmann</a></li> <li><a href="/wiki/Maxwell%E2%80%93J%C3%BCttner_distribution" title="Maxwell–Jüttner distribution">Maxwell–Jüttner</a></li> <li><a href="/wiki/Mittag-Leffler_distribution" title="Mittag-Leffler distribution">Mittag-Leffler</a></li> <li><a href="/wiki/Nakagami_distribution" title="Nakagami distribution">Nakagami</a></li> <li><a href="/wiki/Pareto_distribution" title="Pareto distribution">Pareto</a></li> <li><a href="/wiki/Phase-type_distribution" title="Phase-type distribution">Phase-type</a></li> <li><a href="/wiki/Poly-Weibull_distribution" title="Poly-Weibull distribution">Poly-Weibull</a></li> <li><a href="/wiki/Rayleigh_distribution" title="Rayleigh distribution">Rayleigh</a></li> <li><a href="/wiki/Relativistic_Breit%E2%80%93Wigner_distribution" title="Relativistic Breit–Wigner distribution">Relativistic Breit–Wigner</a></li> <li><a href="/wiki/Rice_distribution" title="Rice distribution">Rice</a></li> <li><a href="/wiki/Truncated_normal_distribution" title="Truncated normal distribution">Truncated normal</a></li> <li><a href="/wiki/Type-2_Gumbel_distribution" title="Type-2 Gumbel distribution">type-2 Gumbel</a></li> <li><a class="mw-selflink selflink">Weibull</a> <ul><li><a href="/wiki/Discrete_Weibull_distribution" title="Discrete Weibull distribution">Discrete</a></li></ul></li> <li><a href="/wiki/Wilks%27s_lambda_distribution" title="Wilks's lambda distribution">Wilks's lambda</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">supported <br />on the whole <br />real line</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cauchy_distribution" title="Cauchy distribution">Cauchy</a></li> <li><a href="/wiki/Generalized_normal_distribution#Version_1" title="Generalized normal distribution">Exponential power</a></li> <li><a href="/wiki/Fisher%27s_z-distribution" title="Fisher's z-distribution">Fisher's <i>z</i></a></li> <li><a href="/wiki/Kaniadakis_Gaussian_distribution" title="Kaniadakis Gaussian distribution">Kaniadakis κ-Gaussian</a></li> <li><a href="/wiki/Gaussian_q-distribution" title="Gaussian q-distribution">Gaussian <i>q</i></a></li> <li><a href="/wiki/Generalized_normal_distribution" title="Generalized normal distribution">Generalized normal</a></li> <li><a href="/wiki/Generalised_hyperbolic_distribution" title="Generalised hyperbolic distribution">Generalized hyperbolic</a></li> <li><a href="/wiki/Geometric_stable_distribution" title="Geometric stable distribution">Geometric stable</a></li> <li><a href="/wiki/Gumbel_distribution" title="Gumbel distribution">Gumbel</a></li> <li><a href="/wiki/Holtsmark_distribution" title="Holtsmark distribution">Holtsmark</a></li> <li><a href="/wiki/Hyperbolic_secant_distribution" title="Hyperbolic secant distribution">Hyperbolic secant</a></li> <li><a href="/wiki/Johnson%27s_SU-distribution" title="Johnson's SU-distribution">Johnson's <i>S<sub>U</sub></i></a></li> <li><a href="/wiki/Landau_distribution" title="Landau distribution">Landau</a></li> <li><a href="/wiki/Laplace_distribution" title="Laplace distribution">Laplace</a> <ul><li><a href="/wiki/Asymmetric_Laplace_distribution" title="Asymmetric Laplace distribution">Asymmetric</a></li></ul></li> <li><a href="/wiki/Logistic_distribution" title="Logistic distribution">Logistic</a></li> <li><a href="/wiki/Noncentral_t-distribution" title="Noncentral t-distribution">Noncentral <i>t</i></a></li> <li><a href="/wiki/Normal_distribution" title="Normal distribution">Normal (Gaussian)</a></li> <li><a href="/wiki/Normal-inverse_Gaussian_distribution" title="Normal-inverse Gaussian distribution">Normal-inverse Gaussian</a></li> <li><a href="/wiki/Skew_normal_distribution" title="Skew normal distribution">Skew normal</a></li> <li><a href="/wiki/Slash_distribution" title="Slash distribution">Slash</a></li> <li><a href="/wiki/Stable_distribution" title="Stable distribution">Stable</a></li> <li><a href="/wiki/Student%27s_t-distribution" title="Student's t-distribution">Student's <i>t</i></a></li> <li><a href="/wiki/Tracy%E2%80%93Widom_distribution" title="Tracy–Widom distribution">Tracy–Widom</a></li> <li><a href="/wiki/Variance-gamma_distribution" title="Variance-gamma distribution">Variance-gamma</a></li> <li><a href="/wiki/Voigt_profile" title="Voigt profile">Voigt</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">with support <br />whose type varies</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Generalized_chi-squared_distribution" title="Generalized chi-squared distribution">Generalized chi-squared</a></li> <li><a href="/wiki/Generalized_extreme_value_distribution" title="Generalized extreme value distribution">Generalized extreme value</a></li> <li><a href="/wiki/Generalized_Pareto_distribution" title="Generalized Pareto distribution">Generalized Pareto</a></li> <li><a href="/wiki/Marchenko%E2%80%93Pastur_distribution" title="Marchenko–Pastur distribution">Marchenko–Pastur</a></li> <li><a href="/wiki/Kaniadakis_Exponential_distribution" class="mw-redirect" title="Kaniadakis Exponential distribution">Kaniadakis <i>κ</i>-exponential</a></li> <li><a href="/wiki/Kaniadakis_Gamma_distribution" title="Kaniadakis Gamma distribution">Kaniadakis <i>κ</i>-Gamma</a></li> <li><a href="/wiki/Kaniadakis_Weibull_distribution" title="Kaniadakis Weibull distribution">Kaniadakis <i>κ</i>-Weibull</a></li> <li><a href="/wiki/Kaniadakis_Logistic_distribution" class="mw-redirect" title="Kaniadakis Logistic distribution">Kaniadakis <i>κ</i>-Logistic</a></li> <li><a href="/wiki/Kaniadakis_Erlang_distribution" title="Kaniadakis Erlang distribution">Kaniadakis <i>κ</i>-Erlang</a></li> <li><a href="/wiki/Q-exponential_distribution" title="Q-exponential distribution"><i>q</i>-exponential</a></li> <li><a href="/wiki/Q-Gaussian_distribution" title="Q-Gaussian distribution"><i>q</i>-Gaussian</a></li> <li><a href="/wiki/Q-Weibull_distribution" title="Q-Weibull distribution"><i>q</i>-Weibull</a></li> <li><a href="/wiki/Shifted_log-logistic_distribution" title="Shifted log-logistic distribution">Shifted log-logistic</a></li> <li><a href="/wiki/Tukey_lambda_distribution" title="Tukey lambda distribution">Tukey lambda</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Mixed <br />univariate</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%">continuous-<br />discrete</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Rectified_Gaussian_distribution" title="Rectified Gaussian distribution">Rectified Gaussian</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Joint_probability_distribution" title="Joint probability distribution">Multivariate <br />(joint)</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><span class="nobold"><i>Discrete: </i></span></li> <li><a href="/wiki/Ewens%27s_sampling_formula" title="Ewens's sampling formula">Ewens</a></li> <li><a href="/wiki/Multinomial_distribution" title="Multinomial distribution">Multinomial</a> <ul><li><a href="/wiki/Dirichlet-multinomial_distribution" title="Dirichlet-multinomial distribution">Dirichlet</a></li> <li><a href="/wiki/Negative_multinomial_distribution" title="Negative multinomial distribution">Negative</a></li></ul></li> <li><span class="nobold"><i>Continuous: </i></span></li> <li><a href="/wiki/Dirichlet_distribution" title="Dirichlet distribution">Dirichlet</a> <ul><li><a href="/wiki/Generalized_Dirichlet_distribution" title="Generalized Dirichlet distribution">Generalized</a></li></ul></li> <li><a href="/wiki/Multivariate_Laplace_distribution" title="Multivariate Laplace distribution">Multivariate Laplace</a></li> <li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Multivariate normal</a></li> <li><a href="/wiki/Multivariate_stable_distribution" title="Multivariate stable distribution">Multivariate stable</a></li> <li><a href="/wiki/Multivariate_t-distribution" title="Multivariate t-distribution">Multivariate <i>t</i></a></li> <li><a href="/wiki/Normal-gamma_distribution" title="Normal-gamma distribution">Normal-gamma</a> <ul><li><a href="/wiki/Normal-inverse-gamma_distribution" title="Normal-inverse-gamma distribution">Inverse</a></li></ul></li> <li><span class="nobold"><i><a href="/wiki/Random_matrix" title="Random matrix">Matrix-valued: </a></i></span></li> <li><a href="/wiki/Lewandowski-Kurowicka-Joe_distribution" title="Lewandowski-Kurowicka-Joe distribution">LKJ</a></li> <li><a href="/wiki/Matrix_variate_beta_distribution" title="Matrix variate beta distribution">Matrix beta</a></li> <li><a href="/wiki/Matrix_normal_distribution" title="Matrix normal distribution">Matrix normal</a></li> <li><a href="/wiki/Matrix_t-distribution" title="Matrix t-distribution">Matrix <i>t</i></a></li> <li><a href="/wiki/Matrix_gamma_distribution" title="Matrix gamma distribution">Matrix gamma</a> <ul><li><a href="/wiki/Inverse_matrix_gamma_distribution" title="Inverse matrix gamma distribution">Inverse</a></li></ul></li> <li><a href="/wiki/Wishart_distribution" title="Wishart distribution">Wishart</a> <ul><li><a href="/wiki/Normal-Wishart_distribution" title="Normal-Wishart distribution">Normal</a></li> <li><a href="/wiki/Inverse-Wishart_distribution" title="Inverse-Wishart distribution">Inverse</a></li> <li><a href="/wiki/Normal-inverse-Wishart_distribution" title="Normal-inverse-Wishart distribution">Normal-inverse</a></li> <li><a href="/wiki/Complex_Wishart_distribution" title="Complex Wishart distribution">Complex</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Directional_statistics" title="Directional statistics">Directional</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Univariate (circular) <a href="/wiki/Directional_statistics" title="Directional statistics">directional</a></i></span></dt> <dd><a href="/wiki/Circular_uniform_distribution" title="Circular uniform distribution">Circular uniform</a></dd> <dd><a href="/wiki/Von_Mises_distribution" title="Von Mises distribution">Univariate von Mises</a></dd> <dd><a href="/wiki/Wrapped_normal_distribution" title="Wrapped normal distribution">Wrapped normal</a></dd> <dd><a href="/wiki/Wrapped_Cauchy_distribution" title="Wrapped Cauchy distribution">Wrapped Cauchy</a></dd> <dd><a href="/wiki/Wrapped_exponential_distribution" title="Wrapped exponential distribution">Wrapped exponential</a></dd> <dd><a href="/wiki/Wrapped_asymmetric_Laplace_distribution" title="Wrapped asymmetric Laplace distribution">Wrapped asymmetric Laplace</a></dd> <dd><a href="/wiki/Wrapped_L%C3%A9vy_distribution" title="Wrapped Lévy distribution">Wrapped Lévy</a></dd> <dt><span class="nobold"><i>Bivariate (spherical)</i></span></dt> <dd><a href="/wiki/Kent_distribution" title="Kent distribution">Kent</a></dd> <dt><span class="nobold"><i>Bivariate (toroidal)</i></span></dt> <dd><a href="/wiki/Bivariate_von_Mises_distribution" title="Bivariate von Mises distribution">Bivariate von Mises</a></dd> <dt><span class="nobold"><i>Multivariate</i></span></dt> <dd><a href="/wiki/Von_Mises%E2%80%93Fisher_distribution" title="Von Mises–Fisher distribution">von Mises–Fisher</a></dd> <dd><a href="/wiki/Bingham_distribution" title="Bingham distribution">Bingham</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Degenerate_distribution" title="Degenerate distribution">Degenerate</a> <br />and <a href="/wiki/Singular_distribution" title="Singular distribution">singular</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <dl><dt><span class="nobold"><i>Degenerate</i></span></dt> <dd><a href="/wiki/Dirac_delta_function" title="Dirac delta function">Dirac delta function</a></dd> <dt><span class="nobold"><i>Singular</i></span></dt> <dd><a href="/wiki/Cantor_distribution" title="Cantor distribution">Cantor</a></dd></dl> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Families</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Circular_distribution" title="Circular distribution">Circular</a></li> <li><a href="/wiki/Compound_Poisson_distribution" title="Compound Poisson distribution">Compound Poisson</a></li> <li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential</a></li> <li><a href="/wiki/Natural_exponential_family" title="Natural exponential family">Natural exponential</a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale</a></li> <li><a href="/wiki/Maximum_entropy_probability_distribution" title="Maximum entropy probability distribution">Maximum entropy</a></li> <li><a href="/wiki/Mixture_distribution" title="Mixture distribution">Mixture</a></li> <li><a href="/wiki/Pearson_distribution" title="Pearson distribution">Pearson</a></li> <li><a href="/wiki/Tweedie_distribution" title="Tweedie distribution">Tweedie</a></li> <li><a href="/wiki/Wrapped_distribution" title="Wrapped distribution">Wrapped</a></li></ul> </div></td></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><span class="noviewer" typeof="mw:File"><span title="Category"><img alt="" src="//upload.wikimedia.org/wikipedia/en/thumb/9/96/Symbol_category_class.svg/16px-Symbol_category_class.svg.png" decoding="async" width="16" height="16" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/en/thumb/9/96/Symbol_category_class.svg/23px-Symbol_category_class.svg.png 1.5x, //upload.wikimedia.org/wikipedia/en/thumb/9/96/Symbol_category_class.svg/31px-Symbol_category_class.svg.png 2x" data-file-width="180" data-file-height="185" /></span></span> <a href="/wiki/Category:Probability_distributions" title="Category:Probability distributions">Category</a></li> <li><span class="noviewer" typeof="mw:File"><span title="Commons page"><img alt="" src="//upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/12px-Commons-logo.svg.png" decoding="async" width="12" height="16" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/18px-Commons-logo.svg.png 1.5x, //upload.wikimedia.org/wikipedia/en/thumb/4/4a/Commons-logo.svg/24px-Commons-logo.svg.png 2x" data-file-width="1024" data-file-height="1376" /></span></span> <a href="https://commons.wikimedia.org/wiki/Category:Probability_distributions" class="extiw" title="commons:Category:Probability distributions">Commons</a></li></ul> </div></td></tr></tbody></table></div> <div class="navbox-styles"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236075235"><style data-mw-deduplicate="TemplateStyles:r1038841319">.mw-parser-output .tooltip-dotted{border-bottom:1px dotted;cursor:help}</style><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1038841319"></div><div role="navigation" class="navbox authority-control" aria-label="Navbox1009" style="padding:3px"><table class="nowraplinks hlist navbox-inner" style="border-spacing:0;background:transparent;color:inherit"><tbody><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Help:Authority_control" title="Help:Authority control">Authority control databases</a>: National <span class="mw-valign-text-top noprint" typeof="mw:File/Frameless"><a href="https://www.wikidata.org/wiki/Q732332#identifiers" title="Edit this at Wikidata"><img alt="Edit this at Wikidata" src="//upload.wikimedia.org/wikipedia/en/thumb/8/8a/OOjs_UI_icon_edit-ltr-progressive.svg/10px-OOjs_UI_icon_edit-ltr-progressive.svg.png" decoding="async" width="10" height="10" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/en/thumb/8/8a/OOjs_UI_icon_edit-ltr-progressive.svg/15px-OOjs_UI_icon_edit-ltr-progressive.svg.png 1.5x, //upload.wikimedia.org/wikipedia/en/thumb/8/8a/OOjs_UI_icon_edit-ltr-progressive.svg/20px-OOjs_UI_icon_edit-ltr-progressive.svg.png 2x" data-file-width="20" data-file-height="20" /></a></span></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"><ul><li><span class="uid"><a rel="nofollow" class="external text" href="https://d-nb.info/gnd/4065029-7">Germany</a></span></li><li><span class="uid"><span class="rt-commentedText tooltip tooltip-dotted" title="Weibull distribution"><a rel="nofollow" class="external text" href="https://id.loc.gov/authorities/sh85145945">United States</a></span></span></li><li><span class="uid"><span class="rt-commentedText tooltip tooltip-dotted" title="Veibula sadalījums"><a rel="nofollow" class="external text" href="https://kopkatalogs.lv/F?func=direct&local_base=lnc10&doc_number=000351715&P_CON_LNG=ENG">Latvia</a></span></span></li><li><span class="uid"><a rel="nofollow" class="external text" href="https://www.nli.org.il/en/authorities/987007553502605171">Israel</a></span></li></ul></div></td></tr></tbody></table></div> <!-- NewPP limit report Parsed by mw‐web.eqiad.main‐868759585b‐jv9jt Cached time: 20250216163242 Cache expiry: 2592000 Reduced expiry: false Complications: [vary‐revision‐sha1, show‐toc] CPU time usage: 1.055 seconds Real time usage: 1.517 seconds Preprocessor visited node count: 5230/1000000 Post‐expand include size: 165335/2097152 bytes Template argument size: 5059/2097152 bytes Highest expansion depth: 16/100 Expensive parser function count: 5/500 Unstrip recursion depth: 1/20 Unstrip post‐expand size: 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