Package dev.nm.stat.evt.evd.univariate

Class ReversedWeibullDistribution

java.lang.Object

dev.nm.stat.evt.evd.univariate.GeneralizedEVD

dev.nm.stat.evt.evd.univariate.ReversedWeibullDistribution

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 are evd::drweibull, evd::prweibull, evd::qrweibull, evd::rrweibull.

See Also:

• Wikipedia: Weibull distribution
• Wikipedia: Generalized extreme value distribution - Link to Fréchet, Weibull and Gumbel families

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.

Method Summary

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

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

ReversedWeibullDistribution

public ReversedWeibullDistribution()

Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\), shape \(\alpha=1\).

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 \(\alpha\)