cdfWeibullInv#

Purpose#

Computes the Weibull inverse cumulative distribution function.

Format#

x = cdfWeibullInv(p, shape, scale)#
Parameters:
  • p (NxK matrix, Nx1 vector or scalar) – Probabilities at which to compute the Weibull inverse cumulative distribution function. \(0 < p < 1\).

  • shape (NxK matrix, Nx1 vector or scalar) – Shape parameter, ExE conformable with x. \(shape > 0\).

  • scale (NxK matrix, Nx1 vector or scalar) – Scale parameter, ExE conformable with x. \(scale > 0\).

Returns:

x (NxK matrix, Nx1 vector or scalar) – each value of x is the value such that the Weibull cumulative distribution function is equal to the corresponding value of p.

Examples#

// Compute the median of a Weibull(2, 1) distribution
x_median = cdfWeibullInv(0.5, 2, 1);
print (x_median);

The above code sets x_median to 0.8326.

// Compute multiple quantiles at once
p = { 0.1, 0.25, 0.5, 0.75, 0.9 };
x = cdfWeibullInv(p, 2, 1);
print (p~x);

produces:

0.10000000       0.32459285
0.25000000       0.53636002
0.50000000       0.83255461
0.75000000        1.1774100
0.90000000        1.5174271