Package com.opttek.optquest

Class COptQuestWeibullDistribution

java.lang.Object
com.opttek.optquest.COptQuestWeibullDistribution
All Implemented Interfaces:
com.opttek.optquest.IProbabilityDistribution
public class COptQuestWeibullDistribution extends Object implements com.opttek.optquest.IProbabilityDistribution
Provides static methods for computing various functions of the Weibull distribution. The Weibull distribution is a continuous probability distribution with parameters shape (k > 0) and scale (λ > 0). This implementation is verified against scipy.stats.weibull_min and inspired by NIST's DataPlot.

  • Constructor Summary

    Constructors
    Constructor
    Description
    COptQuestWeibullDistribution(double shape, double scale)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cdf(double x)
     
    static double
    CDF(double x, double shape, double scale)
    Weibull Distribution Cumulative Distribution Function (CDF) Computes P(X ≤ x) where X follows a Weibull distribution with specified shape and scale parameters.
    double
    chaz(double x)
     
    static double
    CHAZ(double x, double shape, double scale)
    Weibull Distribution Cumulative Hazard Function Computes the cumulative hazard at x for a Weibull distribution with specified shape and scale parameters.
    double
    haz(double x)
     
    static double
    HAZ(double x, double shape, double scale)
    Weibull Distribution Hazard Function Computes the hazard rate at x for a Weibull distribution with specified shape and scale parameters.
    double
    pdf(double x)
     
    static double
    PDF(double x, double shape, double scale)
    Weibull Distribution Probability Density Function (PDF) Computes the probability density at x for a Weibull distribution with specified shape and scale parameters.
    double
    ppf(double x)
     
    static double
    PPF(double p, double shape, double scale)
    Weibull Distribution Percent Point Function (PPF) - Inverse CDF Computes the value x such that P(X ≤ x) = p, where X follows a Weibull distribution with specified shape and scale parameters.
    double
    sf(double x)
     

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • COptQuestWeibullDistribution

      public COptQuestWeibullDistribution(double shape, double scale)

  • Method Details

    • pdf

      public double pdf(double x)
      Specified by:
      pdf in interface com.opttek.optquest.IProbabilityDistribution

    • cdf

      public double cdf(double x)
      Specified by:
      cdf in interface com.opttek.optquest.IProbabilityDistribution

    • ppf

      public double ppf(double x)
      Specified by:
      ppf in interface com.opttek.optquest.IProbabilityDistribution

    • sf

      public double sf(double x)
      Specified by:
      sf in interface com.opttek.optquest.IProbabilityDistribution

    • chaz

      public double chaz(double x)
      Specified by:
      chaz in interface com.opttek.optquest.IProbabilityDistribution

    • haz

      public double haz(double x)
      Specified by:
      haz in interface com.opttek.optquest.IProbabilityDistribution

    • CDF

      public static double CDF(double x, double shape, double scale)
      Weibull Distribution Cumulative Distribution Function (CDF) Computes P(X ≤ x) where X follows a Weibull distribution with specified shape and scale parameters. Formula: F(x; k, λ) = 1 - exp(-(x/λ)^k)
      Parameters:
      x - the value at which to evaluate the CDF (must be non-negative)
      shape - shape parameter k (must be positive)
      scale - scale parameter λ (must be positive)
      Returns:
      the cumulative probability P(X ≤ x)

    • PDF

      public static double PDF(double x, double shape, double scale)
      Weibull Distribution Probability Density Function (PDF) Computes the probability density at x for a Weibull distribution with specified shape and scale parameters. Formula: f(x; k, λ) = (k/λ) * (x/λ)^(k-1) * exp(-(x/λ)^k)
      Parameters:
      x - the value at which to evaluate the PDF (must be non-negative)
      shape - shape parameter k (must be positive)
      scale - scale parameter λ (must be positive)
      Returns:
      the probability density at x

    • PPF

      public static double PPF(double p, double shape, double scale)
      Weibull Distribution Percent Point Function (PPF) - Inverse CDF Computes the value x such that P(X ≤ x) = p, where X follows a Weibull distribution with specified shape and scale parameters. Formula: F^(-1)(p; k, λ) = λ * (-ln(1-p))^(1/k)
      Parameters:
      p - the probability (must be between 0 and 1, exclusive)
      shape - shape parameter k (must be positive)
      scale - scale parameter λ (must be positive)
      Returns:
      the value x such that CDF(x, shape, scale) = p

    • HAZ

      public static double HAZ(double x, double shape, double scale)
      Weibull Distribution Hazard Function Computes the hazard rate at x for a Weibull distribution with specified shape and scale parameters. Formula: h(x; k, λ) = (k/λ) * (x/λ)^(k-1)
      Parameters:
      x - the value at which to evaluate the hazard function (must be non-negative)
      shape - shape parameter k (must be positive)
      scale - scale parameter λ (must be positive)
      Returns:
      the hazard rate at x

    • CHAZ

      public static double CHAZ(double x, double shape, double scale)
      Weibull Distribution Cumulative Hazard Function Computes the cumulative hazard at x for a Weibull distribution with specified shape and scale parameters. Formula: H(x; k, λ) = (x/λ)^k
      Parameters:
      x - the value at which to evaluate the cumulative hazard function (must be non-negative)
      shape - shape parameter k (must be positive)
      scale - scale parameter λ (must be positive)
      Returns:
      the cumulative hazard at x