IDAX.QWEIBULL_H - High-tail inverse Weibull distribution

The QWEIBULL_H function returns the value x of a variable that follows the Weibull distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QWEIBULL_H(DOUBLE percentage, DOUBLE scale, DOUBLE
kShape)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QWEIBULL_H(percentage,scale,kShape) is null for all scale values and kShape values.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE
scale: Mandatory.; The scale of the distribution.; If scale is 0 or less, QWEIBULL_H(percentage,scale,kShape) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE
kShape: Mandatory.; The shape of the distribution.; If kShape is 0 or less, QWEIBULL_H(percentage,scale,kShape) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE

QWEIBULL_H(perc,scale,kShape)=QWEIBULL(1-perc,scale,kShape) for percentage values in the range of 0 - 1, and for all positive scale values and positive kShape values.

If PWEIBULL_H(x,scale,kShape)=perc, QWEIBULL_H(perc,scale,kShape)=x for all positive x values, positive scale values, and positive kShape values.

Returned information

DOUBLE the point x where PWEIBULL_H(x,scale,kShape)=percentage.