WixireptA Weibull distribution Im probability theory and statistics, the Weibull distribution /-veul/ is a continuous probability distribution. 1¢ is named after Swedish mathematiiaa Waluddi Weibull, eserbed it in detail in 1951, although it was first idemtified by Fréchet (1927) and fist applied by Rosin & Rammer (1933) to describe a particle sie distribution Contents Definition ‘Standard parameterizaton ‘Alorative parametoizations Properties Density function Cumulative dstibuton funtion Moments Moment gonerating function ‘Shannon entopy Maximum ikethood ‘Weibull plot ‘Applications Related distributions See also References Bibtiography External links Definition Weibull (2-parameter) Probability density function ‘Cumulative distribution functionsaranzote bur snson Vege Standard parameterization “The probability density function ofa Weibull random variable") { 2(z)Tetm" 220, 0 <0, FAK) ‘where k > 0 is the shape parameter and 2 > 0 isthe scale parameter ofthe dstbution, Its complementary cumulative distribution function is stretched exponential function. The Weibull distribution i related toa number of other probability stbutions; in particular, i interpolates Detween the exponential dissbution (= 1) and the Rayleigh distribution (k = 2 and X= Ye 2, 1 the quantity Xs a "time-toaure,the Weibull isrbution gives a distribution for which the {ailare rates proportional toa power of ime. The shape parameter, kis that power plus one, and otis parameter canbe interpreted directly as follows!) + Avvaluo of k <1 indicates thatthe failure rate docroases over imo (Lindy ole). This happens if tree significant “infant moral. oF defecve ims fang early an th faire Fate decreasing over time ashe defective fers a weeded out othe population. nt Context of the afusion of Inovations, ts means negative word of mouth te hazard funeton is a monotonically decreasing function ofthe proportion of adopters; + Avalue of k= 1 indicates thatthe ature rate is constant over time. Ths might suggest random extemal events are causing mortally, o fare. The Weibull dstnbutton reduces to fan exponential dstbution: + Avvalue of k> 1 indicates thatthe failure rate increases with ime. This happen if there is an aging” process, o parts that are more tkaly to falas time goes on. Inthe context ofthe ‘ituson of nnovations, tvs means postive word of mouth te hazard function Is 8 ‘monatnically increasing functon ofthe proportion of adopters. The function i first convex, thon concave with an inflexion point at (e/* — 1) ek > 1. In the fed of materials science, the shape parameter kof distribution of strength is known a5 the Weibull modulus. Inthe context of difusion of innovations, the Wei pure" imitation/rejetion model, Aistibution is Alternative parameterizations In medical statistic different parameterization suse The shape parameter kis the same as above and the sale parameter is = A°*, Fors 20 the hazard function is hssennicea.cepnn aba sentuton 2€ (0,400) soale Ke (0,400) shape Support| 2 [0, +00) POF { £(2)eear 220 ° z<0 CDF z>0 z<0 AT(1+1/k) ‘(in 2)!7* pcey” koa ° ksi Varianco [ (+ 2) - ( (-3))] Skewness(ash, b) = bat", T(L+3/k)a* — So? — pw? a andthe probabil densi fueion is mB ibe wx ‘Slash ) = bh exp(be!) kurtosis Entropy ¥(1—1/h) +In(A/k) +1 The means MGF eye T(1+n/k), k>1 YET + 1/k). x t ‘Ahi parameterization sometimes used In his the shape parameters the sme as above OF oO rg alt) yr And the sale parameter is Properties Density function Phe form ofthe density function ofthe Weibull distribution changes drastically with the value of k. For 0 < k< 1, the density fanetion tends to = as approaches zero from above and is srily decreasing. For k= 1, the denity function tends to 1/A as x approaches zero from above and i trilly decreasing. For k> 1, the ens function tends to zero as x approaches zero from above, inereases until ts mode and decreases after it The density function has infinite negative slope a 0 fo a, For k= 1 the density has a finite negative slope at x = 0, For k= 2 & density has a finite positive slope atx = 0, Ask goes to infinity, the Weibull distribution converges to a Dirac delta distribution centered at x ~ h, Moreover, the skewness and coefcient of variation depend only on the ape parameter. Cumulative distribution function “The cumulative distribution function forthe Weibull distribution e “iN Flajk,d) = 1 {or 0, and Fox 2) =oforx co. Hos Athen FU 2) = 1—e"? » 0.632 forall values of k Vice versa at Fas 2) = 0.692 the value of = "The quantile (inverse cumulative distribution) function fr the Weibull distributions