generateWeibull(alpha, beta)
Overview
The generateWeibull(alpha, beta)
function generates a random number that follows a Weibull distribution.
Parameters
Parameter | Type | Description |
---|---|---|
alpha |
Number | The scale parameter of the Weibull distribution. |
beta |
Number | The shape parameter of the Weibull distribution. |
Returns
Return | Type | Description |
---|---|---|
result |
Number | A random number from a Weibull distribution. |
Example
local result = StatBook.generateWeibull(1, 2)
print(result) -- Output will vary
Mathematical Background
The function generates a random number result that follows a Weibull distribution with scale parameter \alpha and shape parameter \beta .
The probability density function (pdf) of the Weibull distribution is defined as:
f(x; \alpha, \beta) = \beta \alpha x^{\beta - 1} e^{-\alpha x^\beta} \quad \text{for } x \geq 0, \alpha > 0, \beta > 0
In this implementation, the random variable from the Weibull distribution is generated using the formula:
\text{result} = \alpha (-\ln(1 - U))^{1/\beta}
where U is a uniformly distributed random number between 0 and 1, excluding 0 and 1.