TRngStream.RandomWeibull Method

Generates an array of samples distributed by Weibull distribution.

Pascal

procedure RandomWeibull(const Dst: TMtxVec; const alpha: double; const a: double; const beta: double);

Description

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:

alfa*(x-a)^(alfa-1) x-a f(x) = ------------------- exp( - (----)^alfa ) , x >= a (beta)^alfa beta f(x) = 0, x < a

Group

public

Links

TRngStream Class, TRngStream Members, RndGenerators Namespace, public

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