The Kaniadakis Weibull distribution (or κ-Weibull distribution) is a probability distribution arising as a generalization of the Weibull distribution.
[1][2] It is one example of a Kaniadakis κ-distribution.
The κ-Weibull distribution has been adopted successfully for describing a wide variety of complex systems in seismology, economy, epidemiology, among many others.
The Kaniadakis κ-Weibull distribution is exhibits power-law right tails, and it has the following probability density function:[3] valid for
is the entropic index associated with the Kaniadakis entropy,
β > 0
is the scale parameter, and
is the shape parameter or Weibull modulus.
The Weibull distribution is recovered as
The cumulative distribution function of κ-Weibull distribution is given by
exp
( − β
valid for
The cumulative Weibull distribution is recovered in the classical limit
The survival distribution function of κ-Weibull distribution is given by valid for
The survival Weibull distribution is recovered in the classical limit
The hazard function of the κ-Weibull distribution is obtained through the solution of the κ-rate equation:
{\displaystyle {\frac {S_{\kappa }(x)}{dx}}=-h_{\kappa }S_{\kappa }(x)}
is the hazard function: The cumulative κ-Weibull distribution is related to the κ-hazard function by the following expression: where is the cumulative κ-hazard function.
The cumulative hazard function of the Weibull distribution is recovered in the classical limit
( x ) = β
The κ-Weibull distribution has moment of order
given by The median and the mode are:
The quantiles are given by the following expression
β
ln
The Gini coefficient is:[3]
α + κ
The κ-Weibull distribution II behaves asymptotically as follows:[3] The κ-Weibull distribution has been applied in several areas, such as: