weib_icdf: Inverse CDF value generation for the Weibull distribution
Description
weib_icdf returns a value from the Weibull distribution by
using the inverse CDF.
Usage
weib_icdf(n, gamma, theta)
Value
Output is a value or vector of values
from the Weibull distribution.
Arguments
n
Number of output Weibull values
gamma
Shape parameter \(\gamma\)
theta
Scale parameter \(\theta\)
Details
This function uses the Weibull density of the form
$$f(t)=\theta t^(\gamma - 1)exp(-\theta/\gamma t^(\gamma))$$
to get the inverse CDF
$$F^(-1)(u)=(-\gamma/\theta log(1-u))^(1/\gamma)$$ where \(u\)
is a uniform random variable. It can be implemented directly and is
also called by the function weib_memsim.