functionquantile
Quantile of truncated Weibull distribution
Extends from Modelica.Math.Distributions.Interfaces.partialTruncatedQuantile (Common interface of truncated quantile functions (= inverse cumulative distribution functions)).
Information
Syntax
Weibull.quantile(u, y_min=0, y_max=1, lambda=1, k=1);
Description
This function computes the inverse cumulative distribution function (= quantile) according to a truncated Weibull distribution with minimum value u_min, maximum value u_max, scale parameter of original distribution lambda and shape parameter of original distribution k. Input argument u must be in the range:
0 ≤ u ≤ 1
Output argument y is in the range:
y_min ≤ y ≤ y_max
Plot of the function:
For more details
of the Weibull distribution, see
Wikipedia,
of truncated distributions, see
Wikipedia.
Example
quantile(0.001) // = 0.0006323204312624211; quantile(0.5,0,1,0.5,0.9) // = 0.256951787882498
See also
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | u (from partialQuantile) | Random number in the range 0 <= u <= 1 | |
| Real | y_min (from partialTruncatedQuantile) | 0 | Lower limit of y |
| Real | y_max (from partialTruncatedQuantile) | 1 | Upper limit of y |
| Real | lambda | 1 | Scale parameter of the Weibull distribution |
| Real | k | Shape parameter of the Weibull distribution |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | y (from partialQuantile) | Random number u transformed according to the given distribution |
Revisions
| Date | Description | ||
|---|---|---|---|
| June 22, 2015 |
|
