WOLFRAM SYSTEM MODELER

quantile

Quantile of Weibull distribution

Wolfram Language

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

Information

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

Syntax

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

Description

This function computes the inverse cumulative distribution function (= quantile) according to a Weibull distribution with scale parameter lambda and shape parameter k. Equation:

y := lambda * (-log( 1-u)) ^(1/k);

Input argument u must be in the range:

0 ≤ u < 1

Plot of the function:

For more details, see Wikipedia.

Example

quantile(0)         // = 0
quantile(0.5,1,0.5) // = 0.41627730557884884

See also

Weibull.density, Weibull.cumulative.

Syntax

y = quantile(u, lambda, k)

Inputs (3)

u

Type: Real

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

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