# Generating a Weibull Distribution in Excel

• Apr 27th 2007, 08:20 AM
feiyingx
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
• Apr 27th 2007, 09:19 AM
CaptainBlack
Quote:

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

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
• Apr 28th 2007, 08:03 PM
feiyingx
I see, thank you! =D
• Apr 28th 2007, 08:04 PM
feiyingx
Would lambda be the shape parameter and k the scale parameter?
• Apr 28th 2007, 09:53 PM
CaptainBlack
Quote:

Originally Posted by feiyingx
Would lambda be the shape parameter and k the scale parameter?

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