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1.3.6.6.8. Weibull Distribution

The document discusses the Weibull distribution, a probability distribution used in reliability applications to model failure times. It provides formulas for the probability density function, cumulative distribution function, percent point function, hazard function, cumulative hazard function, survival function, inverse survival function, common statistics like the mean and median, and maximum likelihood parameter estimation for the Weibull distribution. Plots of these functions are also shown for different values of the shape parameter γ.

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Akinbode Sunday Oluwagbenga
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185 views5 pages

1.3.6.6.8. Weibull Distribution

The document discusses the Weibull distribution, a probability distribution used in reliability applications to model failure times. It provides formulas for the probability density function, cumulative distribution function, percent point function, hazard function, cumulative hazard function, survival function, inverse survival function, common statistics like the mean and median, and maximum likelihood parameter estimation for the Weibull distribution. Plots of these functions are also shown for different values of the shape parameter γ.

Uploaded by

Akinbode Sunday Oluwagbenga
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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 The formula for the probability density function of the general
Density Weibull distribution is
Function
γ x−μ
(γ−1) γ
f (x) = ( ) exp (−((x − μ)/α) ) x ≥ μ; γ, α > 0
α α

where γ is the shape parameter, μ is the location parameter and α is


the scale parameter. The case where μ = 0 and α = 1 is called the
standard Weibull distribution. The case where μ = 0 is called
the 2-parameter Weibull distribution. The equation for the
standard Weibull distribution reduces to
(γ−1) γ
f (x) = γx exp(−(x )) x ≥ 0; γ > 0

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 The formula for the cumulative distribution function of the


Distribution Weibull distribution is
Function
γ
−(x )
F (x) = 1 − e x ≥ 0; γ > 0

The following is the plot of the Weibull cumulative distribution


function with the same values of γ as the pdf plots above.
Percent The formula for the percent point function of the Weibull
Point distribution is
Function
1/γ
G(p) = (− ln(1 − p)) 0 ≤ p < 1; γ > 0

The following is the plot of the Weibull percent point function


with the same values of γ as the pdf plots above.

Hazard The formula for the hazard function of the Weibull distribution is
Function
(γ−1)
h(x) = γx x ≥ 0; γ > 0

The following is the plot of the Weibull hazard function with the
same values of γ as the pdf plots above.
Cumulative The formula for the cumulative hazard function of the Weibull
Hazard distribution is
Function
γ
H (x) = x x ≥ 0; γ > 0

The following is the plot of the Weibull cumulative hazard


function with the same values of γ as the pdf plots above.

Survival The formula for the survival function of the Weibull distribution is
Function
γ
S (x) = exp −(x ) x ≥ 0; γ > 0

The following is the plot of the Weibull survival function with the
same values of γ as the pdf plots above.
Inverse The formula for the inverse survival function of the Weibull
Survival distribution is
Function
1/γ
Z (p) = (− ln(p)) 0 ≤ p < 1; γ > 0

The following is the plot of the Weibull inverse survival function


with the same values of γ as the pdf plots above.

Common The formulas below are with the location parameter equal to zero
Statistics and the scale parameter equal to one.

Mean Γ(
γ+1
)
γ

where Γ is the gamma function


∞
a−1 −t
Γ(a) = ∫ t e dt
0

Median ln(2)
1/γ

Mode (1 −
1
)
1/γ
γ > 1
γ

0 γ ≤ 1

Range 0 to ∞.
−−−− −−−−− −−−−−−−
Standard Deviation √Γ( γ+2
) − (Γ( ))
γ+1
2
γ γ

Coefficient of
−−−− − −−−−−
Variation γ+2
Γ(
γ
)

√ − 1
γ+1 2
(Γ( ))
γ

Parameter Maximum likelihood estimation for the Weibull distribution is


Estimation 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.

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