Weibull Distribution

Basic References: Clculo de probabilidades y Estadstica . H. Fernndez-Abascal et al. (Ed. Ariel, Barcelona (SPAIN)1994). Distributions in Statistic
Houghton M. Co., 1992, 1994, 1997). Copyright 2001 J.L. Rojo

b=
a=

1
2
2
2.772
0.858
0.927
2.414
2.665
0.631
0.245

The parameters x 0 , a and b

can be changed with a >0 and
b >0

E[X]=
Var(X)=
Std. Dev.=
Mode=
Med(X)=
Fisher g1=
Right Skewed
Fisher g2=
Steep
Quantiles
Distribution function
qr
r
x
F(x)
0.1
1.65
1
0.00000
0.25
2.07
2
0.22120
0.5
2.67
3
0.63212
0.75
3.35
4
0.89460
0.9
4.03
5
0.98168
(Enter other x -values or r -percentages)

The Weibull distribution (Weibull, 1939) with three parameters, is

denoted by W (x 0, b , a ) . It has a probability density f(x)=( a / b )[(xx 0 )/ b ] a -1 exp{-[(x-x 0 )/ b ] a }, x>x 0 , and the distribution function
equals F(x)=1-exp{-[(x-x 0 )/ b ] a } , x>x 0 . The Weibull distribution
was initially proposed to represent the distribution of the breaking
strength of materials, and nowadays it is used in reliability and quality
control. Probabilities for the Weibull distribution are easily computed
taking into account that the random variable Z=[(X-x 0 )/ b ] a has a
standard negative exponential distribution, e(1) . The standard
Weibull distribution, W (0,1, a ) is obtained by a location and scale
transformation, Y=(X-x 0 )/ b (that is, X= b Y+x 0 ) Its probability
distribution equals f(y)= a y a -1 exp{-y a } , y>0 . The moments for X
are easily obtained by using the calculations for Y . Note that

a rY =E[Y r ]= G (r/ a +1) . The quantiles are obtained from the

distribution function, q r =x 0 + b [-ln(1-r)] 1/ a , 0<r<1. The median,
then, takes the value, Me X =x 0 + b [ln2] 1/ a .
The mode equals Mo X =x 0 + b [( a -1)/ a ] 1/ a for a >1 , and does not
exist for a <1 . If a =1 , Mo X =x 0 . The skewness and the (excess of)
kurtosis coefficients are computed for Y using the above expression
for a rY

0.5
0.45
0.4
0.35

Prob. density

x0=

0.3
0.25
0.2
0.15
0.1
0.05
0
0

Probability for the range not covered by the figure: p

l Distribution

. Ariel, Barcelona (SPAIN)1994). Distributions in Statistics . N.L. Johnson et al.(Vol. 1-4). (Ed. J. Wiley y
994, 1997). Copyright 2001 J.L. Rojo

Weibull Distribution

1.2

0.8

0.6

0.4

0.2

0
2
Prob. density

Distribution function

bility for the range not covered by the figure: p[X > E[X]+3 s X ]=

0.0056275

Distribution function

Moments for Y=(X-a)/b

E[Yr]
r
1
0.88622693
2
1
3
1.32934039
4
2
m2Y= 0.21460184
m3Y= 0.06274161
m4Y=

0.14944917

0
1
2
3
4
5

1
1
1.02275981
1.04551962
1.06827943
1.09103924
1.11379905

0
0.011378432
0.022748024
0.034099948
0.0454254
0.056715609

0
0.00012949
0.00051787
0.00116484
0.00206989
0.00323232

1.13655886

0.067961848

0.00465123

7
8
9
10
11
12
13
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15
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19
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21
22
23
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25
26
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29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49

1.15931867
1.18207848
1.20483829
1.22759811
1.25035792
1.27311773
1.29587754
1.31863735
1.34139716
1.36415697
1.38691678
1.40967659
1.4324364
1.45519621
1.47795602
1.50071583
1.52347564
1.54623545
1.56899526
1.59175507
1.61451488
1.63727469
1.6600345
1.68279432
1.70555413
1.72831394
1.75107375
1.77383356
1.79659337
1.81935318
1.84211299
1.8648728
1.88763261
1.91039242
1.93315223
1.95591204
1.97867185
2.00143166
2.02419147
2.04695128
2.06971109
2.0924709
2.11523071

0.07915545
0.090287814
0.101350418
0.112334831
0.123232721
0.134035867
0.144736172
0.155325667
0.165796528
0.176141078
0.186351803
0.196421357
0.206342575
0.216108475
0.225712271
0.235147381
0.244407431
0.253486265
0.262377951
0.271076786
0.279577304
0.287874279
0.295962734
0.303837939
0.311495425
0.318930978
0.326140647
0.333120749
0.339867867
0.346378855
0.35265084
0.358681218
0.364467665
0.370008126
0.375300823
0.38034425
0.385137175
0.389678638
0.393967946
0.398004675
0.401788668
0.405320027
0.408599114

0.00632552
0.00825389
0.01043486
0.01286673
0.01554764
0.01847552
0.02164812
0.02506301
0.02871759
0.03260905
0.03673445
0.04109064
0.04567435
0.0504821
0.05551029
0.06075516
0.06621278
0.07187912
0.07774996
0.083821
0.09008777
0.09654571
0.10319012
0.1100162
0.11701905
0.12419367
0.13153496
0.13903773
0.14669672
0.15450659
0.16246194
0.17055729
0.17878712
0.18714586
0.19562787
0.20422752
0.2129391
0.22175691
0.23067521
0.23968826
0.24879031
0.25797561
0.26723841

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99
100
101

2.13799053
2.16075034
2.18351015
2.20626996
2.22902977
2.25178958
2.27454939
2.2973092
2.32006901
2.34282882
2.36558863
2.38834844
2.41110825
2.43386806
2.45662787
2.47938768
2.50214749
2.5249073
2.54766711
2.57042693
2.59318674
2.61594655
2.63870636
2.66146617
2.68422598
2.70698579
2.7297456
2.75250541
2.77526522
2.79802503
2.82078484
2.84354465
2.86630446
2.88906427
2.91182408
2.93458389
2.9573437
2.98010351
3.00286332
3.02562314
3.04838295
3.07114276
3.09390257
3.11666238
3.13942219
3.162182
3.18494181
3.20770162
3.23046143
3.25322124
3.27598105
3.29874086

0.411626547
0.414403195
0.416930172
0.419208837
0.421240786
0.423027844
0.424572066
0.425875726
0.426941314
0.427771527
0.428369263
0.428737618
0.428879873
0.428799492
0.428500111
0.427985533
0.42725972
0.426326784
0.42519098
0.4238567
0.42232846
0.420610897
0.418708759
0.416626896
0.414370255
0.411943868
0.409352844
0.406602367
0.403697679
0.40064408
0.397446915
0.394111568
0.390643455
0.387048015
0.383330703
0.379496984
0.375552324
0.371502183
0.36735201
0.363107234
0.35877326
0.354355459
0.349859166
0.345289671
0.340652215
0.335951984
0.331194103
0.326383631
0.321525557
0.316624796
0.311686181
0.306714465

0.27657298
0.2859736
0.29543456
0.30495021
0.31451492
0.32412308
0.33376914
0.34344761
0.35315304
0.36288003
0.37262327
0.3823775
0.39213753
0.40189826
0.41165466
0.42140179
0.4311348
0.44084892
0.45053949
0.46020195
0.46983182
0.47942474
0.48897646
0.49848284
0.50793984
0.51734353
0.52669012
0.53597591
0.54519733
0.55435094
0.56343341
0.57244153
0.58137221
0.5902225
0.59898957
0.60767069
0.61626328
0.62476489
0.63317316
0.64148589
0.64970099
0.65781648
0.66583052
0.67374138
0.68154746
0.68924727
0.69683943
0.7043227
0.71169593
0.71895809
0.72610828
0.73314568

102
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148
149
150
151
152
153

3.32150067
3.34426048
3.36702029
3.3897801
3.41253991
3.43529972
3.45805954
3.48081935
3.50357916
3.52633897
3.54909878
3.57185859
3.5946184
3.61737821
3.64013802
3.66289783
3.68565764
3.70841745
3.73117726
3.75393707
3.77669688
3.79945669
3.8222165
3.84497631
3.86773612
3.89049593
3.91325575
3.93601556
3.95877537
3.98153518
4.00429499
4.0270548
4.04981461
4.07257442
4.09533423
4.11809404
4.14085385
4.16361366
4.18637347
4.20913328
4.23189309
4.2546529
4.27741271
4.30017252
4.32293233
4.34569214
4.36845196
4.39121177
4.41397158
4.43673139
4.4594912
4.48225101

0.301714309
0.296690287
0.291646874
0.286588451
0.281519295
0.27644358
0.271365375
0.266288639
0.26121722
0.256154854
0.251105164
0.246071655
0.241057717
0.236066622
0.231101522
0.226165453
0.221261329
0.216391945
0.211559977
0.206767981
0.202018394
0.197313536
0.192655606
0.18804669
0.183488756
0.178983657
0.174533135
0.170138817
0.165802221
0.161524757
0.157307727
0.15315233
0.149059658
0.145030707
0.14106637
0.137167447
0.13333464
0.129568563
0.125869739
0.122238602
0.118675505
0.115180718
0.11175443
0.108396757
0.105107738
0.101887341
0.098735468
0.095651952
0.092636563
0.089689014
0.086808955
0.083995985

0.74006959
0.74687942
0.75357467
0.76015496
0.76661999
0.77296956
0.77920358
0.78532202
0.79132498
0.7972126
0.80298514
0.80864294
0.81418638
0.81961596
0.82493224
0.83013584
0.83522745
0.84020783
0.84507781
0.84983827
0.85449013
0.85903441
0.86347213
0.86780439
0.87203233
0.87615713
0.88018001
0.88410224
0.8879251
0.89164994
0.89527811
0.898811
0.90225002
0.90559662
0.90885225
0.9120184
0.91509657
0.91808825
0.92099499
0.92381831
0.92655976
0.92922089
0.93180326
0.93430843
0.93673796
0.93909342
0.94137635
0.94358833
0.94573091
0.94780563
0.94981403
0.95175765

154
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200

4.50501082
4.52777063
4.55053044
4.57329025
4.59605006
4.61880987
4.64156968
4.66432949
4.6870893
4.70984911
4.73260892
4.75536873
4.77812854
4.80088836
4.82364817
4.84640798
4.86916779
4.8919276
4.91468741
4.93744722
4.96020703
4.98296684
5.00572665
5.02848646
5.05124627
5.07400608
5.09676589
5.1195257
5.14228551
5.16504532
5.18780513
5.21056494
5.23332475
5.25608457
5.27884438
5.30160419
5.324364
5.34712381
5.36988362
5.39264343
5.41540324
5.43816305
5.46092286
5.48368267
5.50644248
5.52920229
5.5519621

0.081249649
0.07856944
0.075954806
0.073405151
0.070919833
0.068498174
0.066139456
0.063842928
0.061607804
0.059433271
0.057318486
0.055262579
0.05326466
0.051323813
0.049439107
0.047609591
0.045834299
0.044112251
0.042442457
0.040823914
0.039255614
0.03773654
0.036265671
0.034841982
0.033464446
0.032132035
0.030843723
0.029598484
0.028395295
0.02723314
0.026111006
0.025027886
0.023982782
0.022974704
0.022002669
0.021065707
0.020162858
0.019293171
0.018455709
0.017649549
0.016873778
0.016127499
0.015409829
0.014719899
0.014056855
0.013419858
0.012808086

0.953638
0.95545661
0.95721495
0.95891453
0.96055682
0.96214326
0.9636753
0.96515437
0.96658188
0.9679592
0.96928771
0.97056876
0.97180368
0.97299378
0.97414035
0.97524465
0.97630793
0.97733141
0.9783163
0.97926377
0.98017497
0.98105104
0.98189309
0.9827022
0.98347943
0.98422583
0.9849424
0.98563015
0.98629003
0.986923
0.98752998
0.98811186
0.98866953
0.98920383
0.9897156
0.99020565
0.99067476
0.99112371
0.99155323
0.99196404
0.99235686
0.99273235
0.99309119
0.99343401
0.99376144
0.99407407
0.9943725