Mean (see article) | ||
Parameters q
<
2
{displaystyle q<2}
shape (real)
λ
>
0
{displaystyle lambda >0}
rate (real)
κ
>
0
{displaystyle kappa >0,}
shape (real) Support x
∈
[
0
;
+
∞
)
for
q
≥
1
{displaystyle xin [0;+infty )!{ ext{ for }}qgeq 1}
x
∈
[
0
;
λ
(
1
−
q
)
1
/
κ
)
for
q
<
1
{displaystyle xin [0;{lambda over {(1-q)^{1/kappa }}}){ ext{ for }}q<1} PDF {
(
2
−
q
)
κ
λ
(
x
λ
)
κ
−
1
e
q
−
(
x
/
λ
)
κ
x
≥
0
0
x
<
0
{displaystyle {egin{cases}(2-q){rac {kappa }{lambda }}left({rac {x}{lambda }}
ight)^{kappa -1}e_{q}^{-(x/lambda )^{kappa }}&xgeq 00&x<0end{cases}}} CDF {
1
−
e
q
′
−
(
x
/
λ
′
)
κ
x
≥
0
0
x
<
0
{displaystyle {egin{cases}1-e_{q'}^{-(x/lambda ')^{kappa }}&xgeq 00&x<0end{cases}}} |
In statistics, the q-Weibull distribution is a probability distribution that generalizes the Weibull distribution and the Lomax distribution (Pareto Type II). It is one example of a Tsallis distribution.
Contents
Probability density function
The probability density function of a q-Weibull random variable is:
where q < 2,
is the q-exponential
Cumulative distribution function
The cumulative distribution function of a q-Weibull random variable is:
where
Mean
The mean of the q-Weibull distribution is
where
Relationship to other distributions
The q-Weibull is equivalent to the Weibull distribution when q = 1 and equivalent to the q-exponential when
The q-Weibull is a generalization of the Weibull, as it extends this distribution to the cases of finite support (q < 1) and to include heavy-tailed distributions
The q-Weibull is a generalization of the Lomax distribution (Pareto Type II), as it extends this distribution to the cases of finite support and adds the
As the Lomax distribution is a shifted version of the Pareto distribution, the q-Weibull for