Simulates, via Monte Carlo
(limited time), a Weibull random variable. The Weibull
'pdf' and 'cdf', respectively, f and F, with parameters
k, shape, and λ, scale, with x ≥ 0, are:
| f(x) = (k⁄λ)
(x⁄λ)k−1
exp[−(x⁄λ)k] |
| F(x) = 1 −
exp[−(x⁄λ)k] |
For simulation by inversion, it becomes
(x⁄λ)k = ln(1 − F)
or x = λ [ln(1 −
F)]1 ⁄ k.
Plots: the simulated 'pdf', fsim; the
theoretical 'pdf', fthe, and the 'cdf'
(from fsim), F. |
