nag_rand_weibull (g05ssc) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG C Library Manual

NAG Library Function Document

nag_rand_weibull (g05ssc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_rand_weibull (g05ssc) generates a vector of pseudorandom numbers from a two parameter Weibull distribution with shape parameter a and scale parameter b.

2  Specification

#include <nag.h>
#include <nagg05.h>
void  nag_rand_weibull (Integer n, double a, double b, Integer state[], double x[], NagError *fail)

3  Description

The distribution has PDF (probability density function)
fx = ab x a-1 e- xa / b if ​x>0, fx=0 otherwise.
nag_rand_weibull (g05ssc) returns the value -blny1/a, where y is a pseudorandom number from a uniform distribution over 0,1.
One of the initialization functions nag_rand_init_repeatable (g05kfc) (for a repeatable sequence if computed sequentially) or nag_rand_init_nonrepeatable (g05kgc) (for a non-repeatable sequence) must be called prior to the first call to nag_rand_weibull (g05ssc).

4  References

Kendall M G and Stuart A (1969) The Advanced Theory of Statistics (Volume 1) (3rd Edition) Griffin
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley

5  Arguments

1:     nIntegerInput
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
2:     adoubleInput
On entry: a, the shape parameter of the distribution.
Constraint: a>0.0.
3:     bdoubleInput
On entry: b, the scale parameter of the distribution.
Constraint: b>0.0.
4:     state[dim]IntegerCommunication Array
Note: the actual argument supplied must be the array state supplied to the initialization functions nag_rand_init_repeatable (g05kfc) or nag_rand_init_nonrepeatable (g05kgc).
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
5:     x[n]doubleOutput
On exit: the n pseudorandom numbers from the specified Weibull distribution.
6:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n0.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_INVALID_STATE
On entry, state vector has been corrupted or not initialized.
NE_REAL
On entry, a=value.
Constraint: a>0.0.
On entry, b=value.
Constraint: b>0.0.

7  Accuracy

Not applicable.

8  Further Comments

None.

9  Example

This example prints the first five pseudorandom numbers from a Weibull distribution with shape parameter 1.0 and scale parameter 2.0, generated by a single call to nag_rand_weibull (g05ssc), after initialization by nag_rand_init_repeatable (g05kfc).

9.1  Program Text

Program Text (g05ssce.c)

9.2  Program Data

None.

9.3  Program Results

Program Results (g05ssce.r)


nag_rand_weibull (g05ssc) (PDF version)
g05 Chapter Contents
g05 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012