Deriving formulas for Weibull distributions
November 7, 2005 7:42 AM   Subscribe

Probability: A coworker is having an issue with deriving a few formulas for a Weibull distribution. Any pointers?

A coworker of mine is banging his head against the wall trying to figure out a statistics/probability assignment, and wants to make sure he's going in the right direction. Google apparently isn't turning up too much info. Here's his question:

Given the probability density function of a three-parameter Weibull distribution:

∫ (b / a) ((x - n) / a) ^ b - 1exp { - (( x - n ) / a) ^ b }

Derive the formulas for the expected value (mean) and variance.

In case the formula doesn't appear quite normal in your browser, you can see it here

Not looking for someone to do my coworker's homework, just any helpful hints or useful links would be great.
posted by TommyH to Science & Nature (2 answers total)
The probability density itself does not include an integral.

As for computing ∫x f(x) dx and ∫x^2 f(x) dx, that smells rather like integration-by-parts to me.
posted by Galvatron at 7:57 AM on November 7, 2005

Does the MathWorld entry help?
posted by naturesgreatestmiracle at 11:45 AM on November 7, 2005

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