TRngStream.RandomWeibull Method

Summary

Generates an array of samples distributed by Weibull distribution.

Declaration

Procedure RandomWeibull(Dst: TMtxVec; alpha, a, beta: TSample);

Description

Returns random numbers distributed according to the Weibull probability density function (PDF) similar to as defined here WeibullPDF. The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property. The probability density function is defined as:


               alfa*(x-a)^(alfa-1)            x-a
        f(x) = -------------------  exp( -  (----)^alfa )  , x >= a
                (beta)^alfa                  beta

        f(x) =  0,  x < a