Solved – Random number generation distributed like a translated weibull from uniform random generator

distributionsuniform distributionweibull distribution

If $X$ is uniformly distributed on $(0,1)$, then the random variable $ \lambda(-\ln(1-X))^{1/k}\ $, is Weibull distributed with parameters $k$ and $\lambda$.

With this, I can get random numbers distributed weibull from a uniform random number generator.

but if I have a translated Weibull distribution

$ f(x, k, \lambda, \theta) = \frac{k}{\lambda} (\frac{x-\theta}{\lambda})^{k-1} \exp^{-(\frac{x-\theta}{\lambda})^k} $

how is the transformation to generate random numbers distributed like a translated weibull from a generator of uniform random numbers ?

EDIT

the question it's not about the density function, it about of the transformation.
How I can generate random numbers distributed like a translated weibull ? (using a uniform random number generator)

Best Answer

What the commenters are saying is this:

If $T$ is your translated Weibull, then you can generate variates $t_i$ from the translated Weibull with the following: $$t_i = \theta + \lambda(-\ln(1-x_i))^{1/k}\ ,$$ where the $x_i$ are your uniform random numbers.