Weibull Distribution

Overview


The Weilbull distribution is a distribution which is often used in extreme value analysis. It has two parameters, {% k_1 %} and {% k_2 %}.

Definition


The probability density function is defined to be
{% f(x) = k_1k_2^{-k_1}x^{k_1 -1} exp[-(x/k_2)^{k_1}] %}
and the Cumulative distribution function is
{% F(x) = 1 - exp[-(x/k_2)^k_1] %}

Contents