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I want to analyze the variance of weibull (scale,shape) distribution in the range scale to time t. But on solving I am unable to get the closed form expression. Can anyone help.

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1 Answer 1

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Variance of Weibull distribution is:

$\sigma^2 = \lambda^2 \ \left\{ \Gamma\left(1 + \displaystyle{\frac{2}{k}}\right) - \left[ \Gamma\left(1 + \displaystyle{\frac{1}{k}}\right) \right]^2 \right\}$

where $\lambda$ is the scale parameter and $k$ is the shape parameter.

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