matlab的wblplot,Weibull probability plot

本文通过实例比较,使用Lilliefors测试鉴别Weibull和Lognormal数据集,通过Weibull概率图验证结果。数据1来自Weibull分布,而数据2来自Lognormal分布。实验显示,数据1符合Weibull分布,数据2则不匹配。
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Generate two sample data sets, one from a Weibull distribution and another from a lognormal distribution. Perform the Lilliefors test to assess whether each data set is from a Weibull distribution. Confirm the test decision by performing a visual comparison using a Weibull probability plot (wblplot).

Generate samples from a Weibull distribution.

rng('default')

data1 = wblrnd(0.5,2,[500,1]);

Perform the Lilliefors test by using the lillietest. To test data for a Weibull distribution, test if the logarithm of the data has an extreme value distribution.

h1 = lillietest(log(data1),'Distribution','extreme value')

h1 = 0

The returned value of h1 = 0 indicates that lillietest fails to reject the null hypothesis at the default 5% significance level. Confirm the test decision using a Weibull probability plot.

wblplot(data1)

6f3e7f73c7379e313da98bb37e27bbfd.png

The plot indicates that the data follows a Weibull distribution.

Generate samples from a lognormal distribution.

data2 =lognrnd(5,2,[500,1]);

Perform the Lilliefors test.

h2 = lillietest(log(data2),'Distribution','extreme value')

h2 = 1

The returned value of h2 = 1 indicates that lillietest rejects the null hypothesis at the default 5% significance level. Confirm the test decision using a Weibull probability plot.

wblplot(data2)

f88aae164579735f5266ca29c900171e.png

The plot indicates that the data does not follow a Weibull distribution.

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