Weibull random variable
is a Weibull random variable if it has a probability density function, given by
where , and . is the scale parameter, is the shape parameter, and is the location parameter.
Notation for having a Weibull distribution is . Usually, the location and scale parameters are dropped by the transformation
so that . The resulting distribution is called the standard Weibull, or Rayleigh distribution:
:Given a standard Weibull distribution :
- 1.
, where is the gamma function
- 2.
Median =
- 3.
Mode
- 4.
- 5.
iff , the exponential distribution
with parameter
Remark.The Weibull distribution is often used to model reliability or lifetime of such as light bulbs.