WOLFRAM SYSTEM MODELER

quantile

Quantile of truncated Weibull distribution

Wolfram Language

In[1]:=
SystemModel["Modelica.Math.Distributions.TruncatedWeibull.quantile"]
Out[1]:=

Information

This information is part of the Modelica Standard Library maintained by the Modelica Association.

Syntax

Weibull.quantile(u, y_min=0, y_max=1, lambda=1, k=1);

Description

This function computes the inverse cumulative distribution function (= quantile) according to a truncated Weibull distribution with minimum value u_min, maximum value u_max, scale parameter of original distribution lambda and shape parameter of original distribution k. Input argument u must be in the range:

0 ≤ u ≤ 1

Output argument y is in the range:

y_min ≤ y ≤ y_max

Plot of the function:

For more details
of the Weibull distribution, see Wikipedia,
of truncated distributions, see Wikipedia.

Example

quantile(0.001)           // = 0.0006323204312624211;
quantile(0.5,0,1,0.5,0.9) // = 0.256951787882498

See also

TruncatedWeibull.density, TruncatedWeibull.cumulative.

Syntax

y = quantile(u, y_min, y_max, lambda, k)

Inputs (5)

u

Type: Real

Description: Random number in the range 0 <= u <= 1

y_min

Default Value: 0

Type: Real

Description: Lower limit of y

y_max

Default Value: 1

Type: Real

Description: Upper limit of y

lambda

Default Value: 1

Type: Real

Description: Scale parameter of the Weibull distribution

k

Type: Real

Description: Shape parameter of the Weibull distribution

Outputs (1)

y

Type: Real

Description: Random number u transformed according to the given distribution

Revisions

Date Description
June 22, 2015
DLR logo Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter.
DLR Institute of System Dynamics and Control