Density, distribution function, quantile function,
random generation and hazard function for the generalized
modified weibull distribution with parameters mu
,
sigma
, nu
and tau
.
Usage
dGMW(x, mu, sigma, nu, tau, log = FALSE)
pGMW(q, mu, sigma, nu, tau, lower.tail = TRUE, log.p = FALSE)
qGMW(p, mu, sigma, nu, tau, lower.tail = TRUE, log.p = FALSE)
rGMW(n, mu, sigma, nu, tau)
hGMW(x, mu, sigma, nu, tau, log = FALSE)
Arguments
- x, q
vector of quantiles.
- mu
scale parameter.
- sigma
shape parameter.
- nu
shape parameter.
- tau
acceleration parameter.
- log, log.p
logical; if TRUE, probabilities p are given as log(p).
- lower.tail
logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x].
- p
vector of probabilities.
- n
number of observations.
Value
dGMW
gives the density, pGMW
gives the distribution
function, qGMW
gives the quantile function, rGMW
generates random deviates and hGMW
gives the hazard function.
Details
The generalized modified weibull with parameters mu
,
sigma
, nu
and tau
has density given by
\(f(x)= \mu \sigma x^{\nu - 1}(\nu + \tau x) \exp(\tau x - \mu x^{\nu} e^{\tau x}) [1 - \exp(- \mu x^{\nu} e^{\tau x})]^{\sigma-1},\)
for x>0.
Examples
old_par <- par(mfrow = c(1, 1)) # save previous graphical parameters
## The probability density function
curve(dGMW(x, mu=2, sigma=0.5, nu=2, tau=1.5), from=0, to=0.8,
ylim=c(0, 2), col="red", las=1, ylab="f(x)")
## The cumulative distribution and the Reliability function
par(mfrow=c(1, 2))
curve(pGMW(x, mu=2, sigma=0.5, nu=2, tau=1.5),
from=0, to=1.2, col="red", las=1, ylab="F(x)")
curve(pGMW(x, mu=2, sigma=0.5, nu=2, tau=1.5, lower.tail=FALSE),
from=0, to=1.2, col="red", las=1, ylab="R(x)")
## The quantile function
p <- seq(from=0, to=0.99999, length.out=100)
plot(x=qGMW(p, mu=2, sigma=0.5, nu=2, tau=1.5), y=p, xlab="Quantile",
las=1, ylab="Probability")
curve(pGMW(x, mu=2, sigma=0.5, nu=2, tau=1.5), from=0, add=TRUE, col="red")
## The random function
hist(rGMW(n=1000, mu=2, sigma=0.5, nu=2,tau=1.5), freq=FALSE,
xlab="x", main ="", las=1)
curve(dGMW(x, mu=2, sigma=0.5, nu=2, tau=1.5), from=0, add=TRUE, col="red")
## The Hazard function
par(mfrow=c(1,1))
curve(hGMW(x, mu=2, sigma=0.5, nu=2, tau=1.5), from=0, to=1, ylim=c(0, 16),
col="red", ylab="Hazard function", las=1)
par(old_par) # restore previous graphical parameters