Package dev.nm.stat.evt.evd.univariate
Class ReversedWeibullDistribution
- java.lang.Object
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- dev.nm.stat.evt.evd.univariate.GeneralizedEVD
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- dev.nm.stat.evt.evd.univariate.ReversedWeibullDistribution
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- All Implemented Interfaces:
ProbabilityDistribution
,UnivariateEVD
public class ReversedWeibullDistribution extends GeneralizedEVD
The Reversed Weibull distribution is a special case (Type III) of the generalized extreme value distribution, with \(\xi<0\). The cumulative distribution function is \[ F(x;\mu,\sigma,\xi)= \begin{cases} e^{-(-(x-\mu)/\sigma)^{\alpha}} & x<\mu \\ 1 & x\geq \mu \end{cases} \] The R equivalent functions areevd::drweibull
,evd::prweibull
,evd::qrweibull
,evd::rrweibull
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Constructor Summary
Constructors Constructor Description ReversedWeibullDistribution()
Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\), shape \(\alpha=1\).ReversedWeibullDistribution(double location, double scale, double shape)
Create an instance with the given parameter values.
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Method Summary
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Methods inherited from class dev.nm.stat.evt.evd.univariate.GeneralizedEVD
cdf, density, entropy, getLocation, getScale, getShape, kurtosis, logDensity, marginalInverseTransform, marginalTransform, mean, median, moment, quantile, skew, variance
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Constructor Detail
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ReversedWeibullDistribution
public ReversedWeibullDistribution()
Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\), shape \(\alpha=1\).
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ReversedWeibullDistribution
public ReversedWeibullDistribution(double location, double scale, double shape)
Create an instance with the given parameter values.- Parameters:
location
- the location parameter \(\mu\)scale
- the scale parameter \(\sigma\)shape
- the shape parameter \(\alpha\)
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