Chapter 11: Probability Distribution Functions and Inverses

WBLDF

This function evaluates the Weibull cumulative distribution function.

Function Return Value

WBLDF — Function value, the probability that a Weibull random variable takes a value less than or equal to X.   (Output)

Required Arguments

X — Argument for which the Weibull cumulative distribution function is to be evaluated.   (Input)

A — Scale parameter.   (Input)

B — Shape parameter.   (Input)

FORTRAN 90 Interface

Generic:                              WBLDF (X, A, B)

Specific:                             The specific interface names are S_WBLDF and D_WBLDF.

FORTRAN 77 Interface

Single:                                WBLDF (X, A, B)

Double:                              The double precision name is DWBLDF.

Description

The function WBLDF evaluates the Weibull cumulative distribution function with scale parameter A and shape parameter B, defined

 

To deal with potential loss of precision for small values of , the difference expression for p is re-written as

,

 

and the right factor is accurately evaluated using EXPRL.

Example

In this example, we evaluate the Weibull cumulative distribution function at X = 1.5, A = 1.0,
B = 2.0.

 

      USE UMACH_INT
      USE WBLDF_INT
      IMPLICIT NONE

      INTEGER NOUT

      REAL X, A, B, PR

      CALL UMACH(2, NOUT)

      X = 1.5

      A = 1.0

      B = 2.0

      PR = WBLDF(X, A, B)

      WRITE (NOUT, 99999) X, A, B, PR

99999 FORMAT (' WBLDF(', F4.2, ', ', F4.2, ', ', F4.2, ') = ', F6.4)

      END

Output

 

WBLDF(1.50, 1.00, 2.00) = 0.8946 



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