functionquantile

Quantile of Weibull distribution

Extends from Modelica.Math.Distributions.Interfaces.partialQuantile (Common interface of quantile functions (= inverse cumulative distribution functions)).

Information

Syntax

Weibull.quantile(u, lambda=1, k=1);

Description

This function computes the inverse cumulative distribution function (= quantile) according to a Weibull distribution with scale parameter lambda and shape parameter k. Equation:

y := lambda * (-log( 1-u)) ^(1/k);

Input argument u must be in the range:

0 ≤ u < 1

Plot of the function:

For more details, see Wikipedia.

Example

quantile(0)         // = 0
quantile(0.5,1,0.5) // = 0.41627730557884884

See also

Weibull.density, Weibull.cumulative.

Inputs

TypeNameDefaultDescription
Realu (from partialQuantile)Random number in the range 0 <= u <= 1
Reallambda1Scale parameter of the Weibull distribution
RealkShape parameter of the Weibull distribution

Outputs

TypeNameDefaultDescription
Realy (from partialQuantile)Random number u transformed according to the given distribution

Revisions

Date Description
June 22, 2015
DLR logo Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter.
DLR Institute of System Dynamics and Control