Probabilities.LogWeibullPDF Method

Overload List

#SignatureDescription
1procedure LogWeibullPDF(const X: TDenseMtxVec; a: Double; b: Double; const Res: TDenseMtxVec);Log-Weibull PDF (vectorized).
2function LogWeibullPDF(x: Double; a: Double; b: Double): Double;Log-Weibull probability density function (PDF).

Overload 1: procedure LogWeibullPDF(const X: TDenseMtxVec; a: Double; b: Double; const Res: TDenseMtxVec);

Log-Weibull PDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix with real values.
2aDistribution location parameter, real positive value.
3bDistribution scale parameter, real positive value.
4ResAfter calculation stores the PDF calculated from X, a and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: function LogWeibullPDF(x: Double; a: Double; b: Double): Double;

Log-Weibull probability density function (PDF).

#NameDescription
1xFunction domain, real value.
2aDistribution location parameter, real value.
3bDistribution scale parameter, real positive value.

Returns: Double - the log-Weibull (Extreme value / Fisher-Tippett) probability density function (PDF) for value x using the parameters a and b. For b = 0 the result is NAN.

Remarks:

The log-Weibull probability density function is

PDF(x| a,b)=1/bexp[(a-x)/b-exp((a-x)/b)]

This is identical to the maximum Gumbel density with location a and scale b. Domain: x any real value, location a any real value, scale b > 0. For b = 0 the result is NAN.

See Also: Probabilities.LogWeibullCDF, Probabilities.LogWeibullCDFInv