Class 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:
  • 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.
      location - the location parameter \(\mu\)
      scale - the scale parameter \(\sigma\)
      shape - the shape parameter \(\alpha\)