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module Distribution
module Weibull
module Ruby_
class << self
def pdf(x, k, lam)
if x < 0.0
0.0
else
a = (k.to_f / lam.to_f)
b = (x.to_f / lam.to_f)
c = (k - 1.0)
d = Math.exp(-(x.to_f / lam.to_f)**k)
(a * b**c) * d
end
end
# Returns the integral of the Weibull distribution from [-Inf to x]
def cdf(x, k, lam)
return 0.0 if x < 0.0
1.0 - Math.exp(-(x.to_f / lam.to_f)**k)
end
# Returns the P-value of weibull
def quantile(y, k, lam)
return 1.0 if y > 1.0
return 0.0 if y < 0.0
-lam * (Math.log(1.0 - y))**(1.0 / k)
end
alias_method :p_value, :quantile
end
end
end
end
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