Investment Studio > Expressions > Functions > Statistical > WEIBULLINV

float weibullinv(float probability, float shape, float scale)

Returns the inverse of the Weibull CDF (Cumulative Distribution Function): if probability = weibull(x, shape, scale, TRUE), then weibullinv(probability, shape, scale) = x.

probability must be in the range [0, 1].

shape and scale >= 1 are parameters of the Weibull distribution (see weibull).

Example

=weibullinv(0.10516068318563, 2, 3)

returns 0.999999999999999.

See also weibull.