/* Copyright (C) 2001 Kyle Siegrist, Dawn Duehring This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but without any warranty; without even the implied warranty of merchantability or fitness for a particular purpose. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ package distributions; /**This class models the Weibull distribution with specified shape and scale parameters*/ public class WeibullDistribution extends Distribution{ //Variables double shape, scale, c; /**This general constructor creates a new Weibull distribution with spcified shape and scale parameters*/ public WeibullDistribution(double k, double b){ setParameters(k, b); } /**This default constructor creates a new Weibull distribution with shape parameter 1 and scale parameter 1*/ public WeibullDistribution(){ this(1, 1); } /**This method sets the shape and scale parameter. The normalizing constant is computed and the default interval defined*/ public void setParameters(double k, double b){ double upper, width; if (k <= 0) k = 1; if (b <= 0) b = 1; //Assign parameters shape = k; scale = b; //Compute normalizing constant c = shape / Math.pow(scale, shape); //Define interval upper = Math.ceil(getMean() + 4 * getSD()); width = upper/ 100; super.setParameters(0, upper, width, CONTINUOUS); } /**This method compues teh denstiy function*/ public double getDensity(double x){ return c * Math.pow(x, shape - 1) * Math.exp(-Math.pow(x / scale, shape)); } /**This method returns the maximum value of the getDensity function*/ public double getMaxDensity(){ double mode; if (shape < 1) mode = getDomain().getLowerValue(); else mode = scale * Math.pow((shape - 1) / shape, 1 / shape); return getDensity(mode); } /**The method returns the mean*/ public double getMean(){ return scale * gamma(1 + 1 / shape); } /**This method returns the variance*/ public double getVariance(){ double mu = getMean(); return scale * scale * gamma(1 + 2 / shape) - mu * mu; } /**This method computes the cumulative distribution function*/ public double getCDF(double x){ return 1 - Math.exp(-Math.pow(x / scale, shape)); } /**This method returns the getQuantile function*/ public double getQuantile(double p){ return scale * Math.pow(-Math.log(1 - p), 1 / shape); } /**This method computes the failure rate function*/ public double getFailureRate(double x){ return shape * Math.pow(x, shape - 1) / Math.pow(scale, shape); } /**This method returns the shape parameter*/ public double getShape(){ return shape; } /**This method sets the shape parameter*/ public void setShape(double k){ setParameters(k, scale); } /**This method returns the scale parameter*/ public double getScale(){ return scale; } /**This method sets the shape parameter*/ public void setScale(double b){ setParameters(shape, b); } }