Weibull (VSL_RNG_METHOD_WEIBULL_ICDF/ VSL_RNG_METHOD_WEIBULL_ICDF_ACCURATE)
Random number generator of the Weibull distribution with the parameters
α
,
a
and
β
. You can generate any successive random number
x
of the Weibull distribution by the inverse transformation method from the formula
where
u
is a successive random number of a uniform distribution over the interval (0, 1).
See
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.