- #1
squenshl
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Homework Statement
The Weibull distribution is used frequently as a lifetime distribution and is so is used a lot in survival analysis. It can be parameterised as:##f(x;\lambda,k) = \frac{k}{\lambda}\left(\frac{x}{\lambda}\right)^{k-1}e^{-\left(\frac{x}{\lambda}\right)^k}## for ##x\geq 0## & ##0## for ##x < 0##, where ##k > 0## is called the shape parameter and ##\lambda > 0## is called the scale parameter of the distribution.
I have shown that it is a PDF, found the CDF, median value, Variance & failure rate. My question is how would I describe how you would generate random observations from a ##\text{Weibull}(k,\lambda)## distribution from random ##\text{Uniform}(0,1)## observations.
Homework Equations
The Attempt at a Solution
I don't even know where to begin. Please help.