TRngStream.RandomWeibull Method

procedure RandomWeibull(Dst: TMtxVec; alpha: Double; a: Double; beta: Double);

Generates an array of samples distributed by Weibull distribution.

#NameTypeDescription
1DstTMtxVecsource TVec or TMtx
2alphaDoublescalar
3aDoublescalar
4betaDoublescalar

Result: stored in self (calling object)

Remarks:

Returns random numbers distributed according to the Weibull probability density function (PDF) similar to as defined here Probabilities.WeibullPDF. The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property. The probability density function is defined as:

f(x) = (alpha (x-a)^(alpha-1))/beta^(alpha) exp(-((x-a)/beta)^(alpha)), x >= a f(x) = 0, x < a