Generating a Weibull Distribution in Excel

Hi, does anyone know how to generate a set of data according to a Weibull Distribution in Microsoft Excel?

Thanks =D

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Originally Posted by feiyingx

Hi, does anyone know how to generate a set of data according to a Weibull Distribution in Microsoft Excel?

Thanks =D

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Let X ~ U(0,1) (X has a uniform distribution over [0,1) it is what the rand() function returns),
then W= lambda(-ln(X))^{1/k} has a Weibull distribution with parameters k and lambda.

RonL

I see, thank you! =D

Would lambda be the shape parameter and k the scale parameter?

Quote:

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Originally Posted by feiyingx

Would lambda be the shape parameter and k the scale parameter?

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No k is the shape and lambda the scale parameter.

The convention I am using give the density:

f(x;k,lambda) = (k/lambda) (x/lambda)^{k-1} exp(-(x/lambda)^k)

RonL