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Math Help - Generating a Weibull Distribution in Excel

  1. #1
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    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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    Grand Panjandrum
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    Quote Originally Posted by feiyingx View Post
    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
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    I see, thank you! =D
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    Would lambda be the shape parameter and k the scale parameter?
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    Grand Panjandrum
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    Quote Originally Posted by feiyingx View Post
    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
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