README.md (3957B)
1 <!-- 2 3 @license Apache-2.0 4 5 Copyright (c) 2018 The Stdlib Authors. 6 7 Licensed under the Apache License, Version 2.0 (the "License"); 8 you may not use this file except in compliance with the License. 9 You may obtain a copy of the License at 10 11 http://www.apache.org/licenses/LICENSE-2.0 12 13 Unless required by applicable law or agreed to in writing, software 14 distributed under the License is distributed on an "AS IS" BASIS, 15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 16 See the License for the specific language governing permissions and 17 limitations under the License. 18 19 --> 20 21 # Cumulative Distribution Function 22 23 > [Weibull][weibull-distribution] distribution [cumulative distribution function][cdf]. 24 25 <section class="intro"> 26 27 The [cumulative distribution function][cdf] for a [Weibull][weibull-distribution] random variable is 28 29 <!-- <equation class="equation" label="eq:weibull_cdf" align="center" raw="F(x;\lambda, k) =\begin{cases}1- e^{-(x/\lambda)^k} & x \geq 0 \\ 0 & x<0\end{cases}" alt="Cumulative distribution function for a Weibull distribution."> --> 30 31 <div class="equation" align="center" data-raw-text="F(x;\lambda, k) =\begin{cases}1- e^{-(x/\lambda)^k} & x \geq 0 \\ 0 & x<0\end{cases}" data-equation="eq:weibull_cdf"> 32 <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/weibull/cdf/docs/img/equation_weibull_cdf.svg" alt="Cumulative distribution function for a Weibull distribution."> 33 <br> 34 </div> 35 36 <!-- </equation> --> 37 38 where `lambda > 0` is the [shape parameter][shape] and `k > 0` is the [scale parameter][scale]. 39 40 </section> 41 42 <!-- /.intro --> 43 44 <section class="usage"> 45 46 ## Usage 47 48 ```javascript 49 var cdf = require( '@stdlib/stats/base/dists/weibull/cdf' ); 50 ``` 51 52 #### cdf( x, k, lambda ) 53 54 Evaluates the [cumulative distribution function][cdf] (CDF) for a [Weibull][weibull-distribution] distribution with [shape parameter][shape] `k` and [scale parameter][scale] `lambda`. 55 56 ```javascript 57 var y = cdf( 2.0, 1.0, 0.5 ); 58 // returns ~0.982 59 60 y = cdf( 0.0, 1.0, 0.5 ); 61 // returns 0.0 62 63 y = cdf( -Infinity, 4.0, 2.0 ); 64 // returns 0.0 65 66 y = cdf( +Infinity, 4.0, 2.0 ); 67 // returns 1.0 68 ``` 69 70 If provided `NaN` as any argument, the function returns `NaN`. 71 72 ```javascript 73 var y = cdf( NaN, 1.0, 1.0 ); 74 // returns NaN 75 76 y = cdf( 0.0, NaN, 1.0 ); 77 // returns NaN 78 79 y = cdf( 0.0, 1.0, NaN ); 80 // returns NaN 81 ``` 82 83 If provided `k <= 0`, the function returns `NaN`. 84 85 ```javascript 86 var y = cdf( 2.0, 0.5, -1.0 ); 87 // returns NaN 88 89 y = cdf( 2.0, 0.5, 0.0 ); 90 // returns NaN 91 ``` 92 93 If provided `lambda <= 0`, the function returns `NaN`. 94 95 ```javascript 96 var y = cdf( 2.0, 0.5, -1.0 ); 97 // returns NaN 98 99 y = cdf( 2.0, 0.5, 0.0 ); 100 // returns NaN 101 ``` 102 103 #### cdf.factory( k, lambda ) 104 105 Returns a function for evaluating the [cumulative distribution function][cdf] of a [Weibull][weibull-distribution] distribution with [shape parameter][shape] `k` and [scale parameter][scale] `lambda`. 106 107 ```javascript 108 var mycdf = cdf.factory( 2.0, 10.0 ); 109 110 var y = mycdf( 10.0 ); 111 // returns ~0.632 112 113 y = mycdf( 8.0 ); 114 // returns ~0.473 115 ``` 116 117 </section> 118 119 <!-- /.usage --> 120 121 <section class="examples"> 122 123 ## Examples 124 125 <!-- eslint no-undef: "error" --> 126 127 ```javascript 128 var randu = require( '@stdlib/random/base/randu' ); 129 var cdf = require( '@stdlib/stats/base/dists/weibull/cdf' ); 130 131 var lambda; 132 var k; 133 var x; 134 var y; 135 var i; 136 137 for ( i = 0; i < 10; i++ ) { 138 x = randu() * 10.0; 139 lambda = randu() * 10.0; 140 k = randu() * 10.0; 141 y = cdf( x, lambda, k ); 142 console.log( 'x: %d, k: %d, λ: %d, F(x;k,λ): %d', x, k, lambda, y ); 143 } 144 ``` 145 146 </section> 147 148 <!-- /.examples --> 149 150 <section class="links"> 151 152 [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function 153 154 [weibull-distribution]: https://en.wikipedia.org/wiki/Weibull_distribution 155 156 [shape]: https://en.wikipedia.org/wiki/Shape_parameter 157 158 [scale]: https://en.wikipedia.org/wiki/Scale_parameter 159 160 </section> 161 162 <!-- /.links -->