File: continuous_dweibull.rst

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.. _continuous-dweibull:

Double Weibull Distribution
===========================

This is a signed form of the Weibull distribution. There is one shape parameter :math:`c>0`.  Support is :math:`x\in\mathbb{R}`.

.. math::
   :nowrap:

    \begin{eqnarray*} f\left(x;c\right) & = & \frac{c}{2}\left|x\right|^{c-1}\exp\left(-\left|x\right|^{c}\right)\\
    F\left(x;c\right) & = & \left\{
        \begin{array}{ccc}
          \frac{1}{2}\exp\left(-\left|x\right|^{c}\right) &  & x\leq0\\
          1-\frac{1}{2}\exp\left(-\left|x\right|^{c}\right) &  & x>0
        \end{array}
        \right.\\
    G\left(q;c\right) & = & \left\{
        \begin{array}{ccc}
          -\log^{1/c}\left(\frac{1}{2q}\right) &  & q\leq\frac{1}{2}\\
          \log^{1/c}\left(\frac{1}{2q-1}\right) &  & q>\frac{1}{2}
        \end{array}
       \right.\end{eqnarray*}

.. math::

    \mu_{n}^{\prime}=\mu_{n}=\begin{cases}
      \Gamma\left(1+\frac{n}{c}\right) & n\text{ even}\\
      0 & n\text{ odd}
    \end{cases}

.. math::
   :nowrap:

    \begin{eqnarray*} m_{n}=\mu & = & 0\\
    \mu_{2} & = & \Gamma\left(\frac{c+2}{c}\right)\\
    \gamma_{1} & = & 0\\
    \gamma_{2} & = & \frac{\Gamma\left(1+\frac{4}{c}\right)}{\Gamma^{2}\left(1+\frac{2}{c}\right)}\\
    m_{d} & = & \text{NA bimodal}\end{eqnarray*}

Implementation: `scipy.stats.dweibull`