XBeta Wiki
Weibull distribution

The Weibull distribution (Weibull, 1951) has cdf

F(x)=1e λx αF(x) = 1 - e^{-\lambda x^\alpha}

and pdf

f(x)={λx α1e λx α, x0, 0, x<0. f(x) = \begin{cases} \lambda x^{\alpha - 1} e^{-\lambda x^\alpha}, & x \ge 0, \\ 0, & x \lt 0. \\ \end{cases}

Here, λ>0 is a scale parameter and α>0 is a shape parameter.

Special Cases

For certain values of α, the Weibull distribution reduces to other common distributions: The Weibull distribution with α=1 reduces to the Exponential distribution with rate parameter λ.

  • When α=1, it is equivalent to the Exponential distribution with rate parameter λ.
  • When α=2, it is equivalent to the Rayleigh distribution? with variance λ 2/2.
  • When α=3.4, it is approximately the univariate Normal distribution.
  • As α, it converges to the Dirac delta function?.

References

Weibull, W. (1951). A statistical distribution function of wide applicability. J. Appl. Mech.-Trans. ASME 18, 293–297.