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wweibinv

PURPOSE ^

Inverse of the Weibull distribution function

SYNOPSIS ^

x = wweibinv(F,a,c)

DESCRIPTION ^

 WWEIBINV Inverse of the Weibull distribution function
 
  CALL:  x = wweibinv(F,a,c)
 
         x = inverse cdf for the Weibull distribution evaluated at F
      a, c = parameters
 
  The Weibull distribution is defined by its cdf
 
   F(x;a,c) = 1 -  exp(-(x/a)^c), x>=0, a,b>0
 
  Example:
    F = linspace(0,1,100);
    x = wweibinv(F,10,5);
    plot(F,x)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function x = wweibinv(F,a,c)
002 %WWEIBINV Inverse of the Weibull distribution function
003 %
004 % CALL:  x = wweibinv(F,a,c)
005 %
006 %        x = inverse cdf for the Weibull distribution evaluated at F
007 %     a, c = parameters
008 %
009 % The Weibull distribution is defined by its cdf
010 %
011 %  F(x;a,c) = 1 -  exp(-(x/a)^c), x>=0, a,b>0
012 %
013 % Example:
014 %   F = linspace(0,1,100);
015 %   x = wweibinv(F,10,5);
016 %   plot(F,x)
017 
018 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
019 % and Life Span Models", p. 25 ff, Marcel Dekker.
020 
021 
022 % Tested on: Matlab 5.3
023 % History: 
024 % revised pab 24.10.2000
025 % - added comnsize, nargchk
026 % rewritten ms 15.06.2000
027 
028 error(nargchk(3,3,nargin))
029 
030 [errorcode, F, a, c] = comnsize(F,a, c);
031 if (errorcode > 0)
032   error ('F, a and c must be of common size or scalar');
033 end
034 
035 x=zeros(size(F));
036 
037 ok = ((c > 0)  & (a > 0));
038   
039 k = find ((F == 1) & ok);
040 if any (k),
041   tmp=inf;
042   x(k) = tmp(ones (size(k)));
043 end
044   
045 k1 = find ((F > 0) & (F < 1) & ok);
046 if any (k1),
047   x(k1)=(-log(1-F(k1))).^(1./c(k1)).*a(k1);
048 end
049 
050 k2 = find(F<0 | F>1 | ~ok);
051 if any(k2),
052   tmp=NaN;
053   x(k2)=tmp(ones(size(k2)));
054 end
055 
056 
057 
058 
059 
060

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

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