RandomNextWeibull Method |
Namespace: Imsl.Stat
Method NextWeibull generates pseudorandom numbers from a Weibull distribution with shape parameter a. The probability density function is
NextWeibull uses an antithetic inverse CDF technique to generate a Weibull variate; that is, a uniform random deviate U is generated and the inverse of the Weibull cumulative distribution function is evaluated at 1.0 - u to yield the Weibull deviate.
Deviates from the two-parameter Weibull distribution with shape parameter a can be generated by using NextWeibull and then multiplying the result by b.
The Rayleigh distribution with probability density function,
is the same as a Weibull distribution with shape parameter a equal to 2 and scale parameter b equal to
hence, NextWeibull and simple multiplication can be used to generate Rayleigh deviates.