Understanding the Weibull Distribution
The Weibull distribution is a continuous probability distribution for non-negative values, named after Swedish engineer Waloddi Weibull, who described it in 1951. It is the workhorse of reliability engineering and life-data analysis because its two parameters can reproduce an increasing, constant, or decreasing failure rate simply by changing the shape parameter. This calculator uses the standard two-parameter Weibull (with location parameter fixed at 0).
The formulas
For shape parameter k > 0 and scale parameter λ > 0, and for x ≥ 0:
- Probability density (PDF): f(x) = (k/λ) · (x/λ)k−1 · e−(x/λ)^k
- Cumulative distribution (CDF): F(x) = 1 − e−(x/λ)^k
- Quantile / inverse CDF: xp = λ · (−ln(1 − p))1/k
- Mean: E[X] = λ · Γ(1 + 1/k), where Γ is the gamma function
The calculator on this page evaluates all four of these directly. The gamma function needed for the mean is computed with the Lanczos approximation, which is accurate to roughly 15 significant digits.
What the two parameters do
- Shape (k): governs the failure-rate behavior. k < 1 gives a decreasing hazard rate — early "infant mortality" failures. k = 1 gives a constant hazard rate, which makes the Weibull identical to the exponential distribution with mean λ. k > 1 gives an increasing hazard rate — wear-out failures. At k ≈ 3.44 the Weibull becomes nearly symmetric and closely resembles a normal distribution.
- Scale (λ): stretches or compresses the distribution along the x-axis. It is also called the characteristic life because F(λ) = 1 − e−1 ≈ 0.632 for every value of k — so about 63.2% of the population has failed by x = λ.
Why it is needed
Many real quantities are strictly positive and skewed: time to failure of a bearing, wind-speed distributions at a turbine site, particle sizes from grinding, or the strength of brittle materials. The normal distribution allows negative values and is symmetric, so it fits these poorly. The Weibull's flexible shape lets a single family model all of these, which is why it appears in reliability standards, warranty analysis, and wind-energy resource assessment.
Common reference points
- Median (B50 life): x = λ · (ln 2)1/k = λ · (0.6931)1/k.
- B10 life (time by which 10% fail): x = λ · (0.10536)1/k.
- Characteristic life: x = λ always corresponds to 63.2% failed.
- k = 1: reduces to the exponential distribution; the mean equals λ exactly since Γ(2) = 1.
- k = 2: the Rayleigh distribution, common for wind speed and 2-D vector magnitudes; its mean is λ·Γ(1.5) = λ·(√π/2) ≈ 0.8862·λ.