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Weibull Minimum Extreme Value Distribution

doc/source/tutorial/stats/continuous_weibull_min.rst

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.. _continuous-weibull_min:

Weibull Minimum Extreme Value Distribution

A type of extreme-value distribution with a lower bound. Defined for :math:x>0 and :math:c>0

.. math:: :nowrap:

\begin{eqnarray*}
    f\left(x;c\right) & = & cx^{c-1}\exp\left(-x^{c}\right) \\
    F\left(x;c\right) & = & 1 - \exp\left(-x^{c}\right) \\
    G\left(q;c\right) & = & \left[-\log\left(1-q\right)\right]^{1/c}
\end{eqnarray*}

.. math::

 \mu_{n}^{\prime}=\Gamma\left(1+\frac{n}{c}\right)

.. math:: :nowrap:

\begin{eqnarray*}
    \mu & = & \Gamma\left(1+\frac{1}{c}\right) \\
    \mu_{2} & = & \Gamma\left(1+\frac{2}{c}\right) -
                  \Gamma^{2}\left(1+\frac{1}{c}\right) \\
    \gamma_{1} & = & \frac{\Gamma\left(1+\frac{3}{c}\right) -
                           3\Gamma\left(1+\frac{2}{c}\right)\Gamma\left(1+\frac{1}{c}\right) +
                           2\Gamma^{3}\left(1+\frac{1}{c}\right)}
                          {\mu_{2}^{3/2}} \\
    \gamma_{2} & = & \frac{\Gamma\left(1+\frac{4}{c}\right) -
                           4\Gamma\left(1+\frac{1}{c}\right)\Gamma\left(1+\frac{3}{c}\right) +
                           6\Gamma^{2}\left(1+\frac{1}{c}\right)\Gamma\left(1+\frac{2}{c}\right) -
                           3\Gamma^{4}\left(1+\frac{1}{c}\right)}
                          {\mu_{2}^{2}} - 3 \\
    m_{d} & = & \begin{cases}
                    \left(\frac{c-1}{c}\right)^{\frac{1}{c}} & \text{if}\; c > 1 \\
                    0 & \text{if}\; c <= 1
                \end{cases} \\
    m_{n} & = & \ln\left(2\right)^{\frac{1}{c}}
\end{eqnarray*}

.. math::

 h\left[X\right]=-\frac{\gamma}{c}-\log\left(c\right)+\gamma+1

where :math:\gamma is Euler's constant and equal to

.. math::

 \gamma\approx0.57721566490153286061.

Implementation: scipy.stats.weibull_min