19.8 Weibull distribution
19.8.1 Probability density function
If α∈R+ and σ∈R+, then for y∈[0,∞), Weibull(y|α,σ)=ασ(yσ)α−1exp(−(yσ)α).
Note that if Y∝Weibull(α,σ), then Y−1∝Frechet(α,σ−1).
19.8.2 Sampling statement
y ~
weibull
(alpha, sigma)
Increment target log probability density with weibull_lupdf(y | alpha, sigma)
.
Available since 2.0
19.8.3 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
Available since 2.12
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
Available since 2.25
real
weibull_cdf
(reals y, reals alpha, reals sigma)
The Weibull cumulative distribution function of y given shape alpha
and scale sigma
Available since 2.0
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
Available since 2.12
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
Available since 2.12
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.
Available since 2.18