1.

Exploratory Data Analysis

1.3. EDA Techniques
1.3.6. Probability Distributions
1.3.6.6. Gallery of Distributions
1.3.6.6.8. Weibull Distribution
Probability
Density
Function
The formula for the probability density function of the general
Weibull distribution is
where is the shape parameter, is the location parameter and
is the scale parameter. The case where = 0 and = 1 is
called the standard Weibull distribution. The case where =
0 is called the 2-parameter Weibull distribution. The equation
for the standard Weibull distribution reduces to
Since the general form of probability functions can be
expressed in terms of the standard distribution, all subsequent
formulas in this section are given for the standard form of the
function.
The following is the plot of the Weibull probability density
function.
Cumulative
Distribution
Function
The formula for the cumulative distribution function of the
Weibull distribution is
f (x) = ( exp( ((x )/ ) x ; , > 0

)
( 1)
)

f (x) = exp( ( )) x 0; > 0 x

( 1)
x

F(x) = 1 x 0; > 0 e
( ) x

1.3.6.6.8. Weibull Distribution http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm

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The following is the plot of the Weibull cumulative distribution
function with the same values of as the pdf plots above.
Percent
Point
Function
The formula for the percent point function of the Weibull
distribution is
The following is the plot of the Weibull percent point function
with the same values of as the pdf plots above.
Hazard
Function
The formula for the hazard function of the Weibull distribution
is
The following is the plot of the Weibull hazard function with
the same values of as the pdf plots above.
G(p) = ( l n(1 p) 0 p < 1; > 0 )
1/
h(x) = x 0; > 0 x
( 1)
1.3.6.6.8. Weibull Distribution http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm
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Cumulative
Hazard
Function
The formula for the cumulative hazard function of the Weibull
distribution is
The following is the plot of the Weibull cumulative hazard
function with the same values of as the pdf plots above.
Survival
Function
The formula for the survival function of the Weibull
distribution is
The following is the plot of the Weibull survival function with
the same values of as the pdf plots above.
H(x) = x 0; > 0 x

S(x) = exp ( ) x 0; > 0 x

1.3.6.6.8. Weibull Distribution http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm

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Inverse
Survival
Function
The formula for the inverse survival function of the Weibull
distribution is
The following is the plot of the Weibull inverse survival
function with the same values of as the pdf plots above.
Common
Statistics
The formulas below are with the location parameter equal to
zero and the scale parameter equal to one.
Mean
where is the gamma function
Median
Z(p) = ( l n(p) 0 p < 1; > 0 )
1/
( )
+ 1

(a) = dt

0
t
a 1
e
t
l n(2)
1/
1.3.6.6.8. Weibull Distribution http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm
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Mode
Range 0 to .
Standard
Deviation
Coefficient of
Variation
Parameter
Estimation
Maximum likelihood estimation for the Weibull distribution is
discussed in the Reliability chapter (Chapter 8). It is also
discussed in Chapter 21 of Johnson, Kotz, and Balakrishnan.
Comments The Weibull distribution is used extensively in reliability
applications to model failure times.
Software Most general purpose statistical software programs support at
least some of the probability functions for the Weibull
distribution.
(1 > 1
1

)
1/
0 1

( ) (( )
+ 2

+ 1

)
2

1
( )
+2

(( )
+ 1

)
2

1.3.6.6.8. Weibull Distribution http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm

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