请输入您要查询的字词:

 

单词 WeibullRandomVariable
释义

Weibull random variable


X is a Weibull random variable if it has a probability density functionMathworldPlanetmath, given by

fX(x)=γα(x-μα)γ-1e-(x-μα)γ

where α,γ,μ, α,γ>0 and xμ. α is the scale parameter, γ is the shape parameter, and μ is the location parameter.

Notation for X having a Weibull distribution is XWei(α,γ,μ). Usually, the location and scale parameters are dropped by the transformation

Y=X-μα

so that YWei(γ):=Wei(1,γ,0). The resulting distributionDlmfPlanetmath is called the standard Weibull, or Rayleigh distribution:

fX(x)=γxγ-1exp(-xγ)

:Given a standard Weibull distribution XWei(γ):

  1. 1.

    E[X]=Γ(γ+1γ), where Γ is the gamma functionDlmfDlmfMathworldPlanetmath

  2. 2.

    Median = (ln2)1γ

  3. 3.

    Mode ={(1-1γ)1/γif γ>10otherwise

  4. 4.

    Var[X]=Γ(γ+2γ)-Γ(γ+1γ)2

  5. 5.

    XWei(α,γ,0) iff XγExp(αγ), the exponential distributionMathworldPlanetmath with parameterMathworldPlanetmath αγ

Remark.The Weibull distribution is often used to model reliability or lifetime of such as light bulbs.

随便看

 

数学辞典收录了18232条数学词条,基本涵盖了常用数学知识及数学英语单词词组的翻译及用法,是数学学习的有利工具。

 

Copyright © 2000-2023 Newdu.com.com All Rights Reserved
更新时间:2025/5/4 17:05:36