韦伯、瑞利、指数分布之间的联系
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韦伯分布的概率密度函数(PDF)如下
f ( x ; λ , k ) = { k λ ( x λ ) k − 1 e − ( x / λ ) k x ≥ 0 0 x < 0 f(x ; \lambda, k)=\left\{\begin{array}{ll} \frac{k}{\lambda}\left(\frac{x}{\lambda}\right)^{k-1} e^{-(x / \lambda)^{k}} & x \geq 0 \\ 0 & x<0 \end{array}\right. f(x;λ,k)={λk(λx)k−1e−(x/λ)k0x≥0x<0
其中 k k k 为形状参数, λ \lambda λ 为扩展参数,两者均要求为正数 -
瑞利分布 ⇒ k = 2 , λ = 2 σ \Rightarrow k=2, \lambda=\sqrt{2}\sigma ⇒k=2,λ=2σ
f ( x ; 2 σ , 2 ) = { 2 2 σ ( x 2 σ ) e − ( x / 2 σ ) 2 x ≥ 0 0 x < 0 f(x ; \sqrt{2}\sigma, 2)=\left\{\begin{array}{ll} \frac{2}{\sqrt{2}\sigma}\left(\frac{x}{\sqrt{2}\sigma}\right) e^{-(x / \sqrt{2}\sigma)^{2}} & x \geq 0 \\ 0 & x<0 \end{array}\right. f(x;2σ,2)={2σ2(2σx)e−(x/2σ)20x≥0x<0 -
指数分布 ⇒ k = 1 \Rightarrow k=1 ⇒k=1
f ( x ; λ ) = { 1 λ e − ( x / λ ) x ≥ 0 0 x < 0 f(x ; \lambda)=\left\{\begin{array}{ll} \frac{1}{\lambda} e^{-(x / \lambda)} & x \geq 0 \\ 0 & x<0 \end{array}\right. f(x;λ)={λ1e−(x/λ)0x≥0x<0