Cumulative Distribution Function

Weibull distribution cumulative distribution function.

The cumulative distribution function for a Weibull random variable is

where lambda > 0 is the shape parameter and k > 0 is the scale parameter.

Installation

npm install @stdlib/stats-base-dists-weibull-cdf

Usage

var cdf = require( '@stdlib/stats-base-dists-weibull-cdf' );

cdf( x, k, lambda )

Evaluates the cumulative distribution function (CDF) for a Weibull distribution with shape parameter k and scale parameter lambda.

var y = cdf( 2.0, 1.0, 0.5 );
// returns ~0.982

y = cdf( 0.0, 1.0, 0.5 );
// returns 0.0

y = cdf( -Infinity, 4.0, 2.0 );
// returns 0.0

y = cdf( +Infinity, 4.0, 2.0 );
// returns 1.0

If provided NaN as any argument, the function returns NaN.

var y = cdf( NaN, 1.0, 1.0 );
// returns NaN

y = cdf( 0.0, NaN, 1.0 );
// returns NaN

y = cdf( 0.0, 1.0, NaN );
// returns NaN

If provided k <= 0, the function returns NaN.

var y = cdf( 2.0, 0.5, -1.0 );
// returns NaN

y = cdf( 2.0, 0.5, 0.0 );
// returns NaN

If provided lambda <= 0, the function returns NaN.

var y = cdf( 2.0, 0.5, -1.0 );
// returns NaN

y = cdf( 2.0, 0.5, 0.0 );
// returns NaN

cdf.factory( k, lambda )

Returns a function for evaluating the cumulative distribution function of a Weibull distribution with shape parameter k and scale parameter lambda.

var mycdf = cdf.factory( 2.0, 10.0 );

var y = mycdf( 10.0 );
// returns ~0.632

y = mycdf( 8.0 );
// returns ~0.473

Examples

var randu = require( '@stdlib/random-base-randu' );
var cdf = require( '@stdlib/stats-base-dists-weibull-cdf' );

var lambda;
var k;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    lambda = randu() * 10.0;
    k = randu() * 10.0;
    y = cdf( x, lambda, k );
    console.log( 'x: %d, k: %d, λ: %d, F(x;k,λ): %d', x, k, lambda, y );
}

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.