wblinv matlab,Weibull inverse cumulative distribution function

wblinv

Weibull inverse cumulative distribution function

Syntax

X = wblinv(P,A,B)

[X,XLO,XUP] = wblinv(P,A,B,PCOV,alpha)

Description

X = wblinv(P,A,B) returns the inverse cumulative

distribution function (cdf) for a Weibull distribution with scale

parameter A and shape parameter B,

evaluated at the values in P. P, A,

and B can be vectors, matrices, or multidimensional

arrays that all have the same size. A scalar input is expanded to

a constant array of the same size as the other inputs. The default

values for A and B are both 1.

[X,XLO,XUP] = wblinv(P,A,B,PCOV,alpha) returns

confidence bounds for X when the input parameters A and B are

estimates. PCOV is a 2-by-2 matrix containing the

covariance matrix of the estimated parameters. alpha has

a default value of 0.05, and specifies 100(1 -  alpha)% confidence bounds. XLO and XUP are

arrays of the same size as X containing the lower

and upper confidence bounds.

The function wblinv computes confidence bounds

for X using a normal approximation to the distribution

of the estimate

loga^+logqb^

where q is the Pth quantile

from a Weibull distribution with scale and shape parameters both equal

to 1. The computed bounds give approximately the desired confidence

level when you estimate mu, sigma,

and PCOV from large samples, but in smaller samples

other methods of computing the confidence bounds might be more accurate.

The inverse of the Weibull cdf is

x=F−1(p|a,b)=−a[ln(1−p)]1/b.

Examples

The lifetimes (in hours) of a batch of light bulbs has a Weibull

distribution with parameters a = 200 and b = 6.

Find the median lifetime of the bulbs:

life = wblinv(0.5, 200, 6)

life =

188.1486

Generate 100 random values from this distribution, and estimate

the 90th percentile (with confidence bounds) from the random sample

x = wblrnd(200,6,100,1);

p = wblfit(x)

[nlogl,pcov] = wbllike(p,x)

[q90,q90lo,q90up] = wblinv(0.9,p(1),p(2),pcov)

p =

204.8918 6.3920

nlogl =

496.8915

pcov =

11.3392 0.5233

0.5233 0.2573

q90 =

233.4489

q90lo =

226.0092

q90up =

241.1335

Extended Capabilities

C/C++ Code Generation

Generate C and C++ code using MATLAB® Coder™.

Introduced before R2006a