Can a two parameter Weibull Distribution be written as an exponential family form?

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Keqiao Li
Keqiao Li 2017 年 3 月 27 日
コメント済み: Keqiao Li 2017 年 3 月 28 日
Hi guys, I was wondering whether the two parameter Weibull Distribution belongs to a exponential family?

回答 (1 件)

John BG
John BG 2017 年 3 月 27 日
Keqiao
makedist generates exactly the same points when the setting
Weibull a = Exponential mu
a:scale b:shape
.
pd1=makedist('Weibull','a',2,'b',2) % a:scale b:shape
nx=[0:.1:10]
y=pdf(pd1,nx)
plot(y,'r');grid on
hold all
pd2=makedist('Weibull','a',2,'b',1) % a:scale b:shape
y2=pdf(pd2,nx)
plot(y2,'b');
pd3=makedist('Exponential','mu',2) % a:scale b:shape
y3=pdf(pd3,nx)
plot(y3,'k')
.
.
y2 blue and y3 black are completely overlapped.
isequal(y2,y3)
ans =
1
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thanks in advance for time and attention
John BG
  1 件のコメント
Keqiao Li
Keqiao Li 2017 年 3 月 28 日
Hi John, thank you for your answer. Your answer is quite useful. But since Weibull distribution can be reduced to exponential distribution, this is because the shape parameter is "1" and a = mu? Is this the only condition when Weibull distribution can be considered as a exponential family (not just exponential distribution)?

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