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17.8 Weibull distribution

17.8.1 Probability density function

If αR+ and σR+, then for y[0,), Weibull(y|α,σ)=ασ(yσ)α1exp((yσ)α).

Note that if YWeibull(α,σ), then Y1Frechet(α,σ1).

17.8.2 Sampling statement

y ~ weibull(alpha, sigma)

Increment target log probability density with weibull_lupdf(y | alpha, sigma).

17.8.3 Stan functions

real weibull_lpdf(reals y | reals alpha, reals sigma)
The log of the Weibull density of y given shape alpha and scale sigma

real weibull_lupdf(reals y | reals alpha, reals sigma)
The log of the Weibull density of y given shape alpha and scale sigma dropping constant additive terms

real weibull_cdf(reals y, reals alpha, reals sigma)
The Weibull cumulative distribution function of y given shape alpha and scale sigma

real weibull_lcdf(reals y | reals alpha, reals sigma)
The log of the Weibull cumulative distribution function of y given shape alpha and scale sigma

real weibull_lccdf(reals y | reals alpha, reals sigma)
The log of the Weibull complementary cumulative distribution function of y given shape alpha and scale sigma

R weibull_rng(reals alpha, reals sigma)
Generate a weibull variate with shape alpha and scale sigma; may only be used in transformed data and generated quantities blocks. For a description of argument and return types, see section vectorized PRNG functions.