g05dpf

g05dpf © Numerical Algorithms Group, 2002.

Purpose

G05DPF Pseudo-random real numbers, Weibull distribution

Synopsis

[fun_value,ifail] = g05dpf(a,b<,ifail>)

Description

 
 The distribution has PDF (probability density function)
 
                   a   
           a a-1 -x /b 
     f(x)= -x   e      if x>0,
           b           
 
     f(x)=0            otherwise.
 
                                         1/a

Parameters

g05dpf

Required Input Arguments:

a                                     real
b                                     real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer