Open Fuco1 opened 2 months ago
Another thing is that Weibull distribution with shape = 1 is the same as exponential, but also uses reciprocal "rate" argument (called scale in this package).
I don't know if it makes sense to unify this or what are the usual conventions there.
Given a cdf F defined on positive numbers for a random variable X, we can find the reciprocal random variable Y = 1/X and its cdf G as follows:
G(y) = Pr(Y <= y)
// definitionsubstitute
Y = 1/X
and rearrangePr(Y <= y) = Pr(X >= 1/y) = 1 - Pr(X < 1/y) = 1 - F(1/y)
Therefore
G(y) = 1 - F(1/y)
In this package however:
So you can see that we need to parametrize the inverse function with the reciprocal rate to get the same result.
In my opinion this is a confusing API and it caught me a bit off guard while I realized where I was getting weird numbers from :)
Edit:
Using the
dist_transformed
we get another interesting interplay, notice the quantiles being first 0.8 and then 0.2I'm quite confused to be honest :D