# Is Weibull distribution a exponential family?

I'm wondering is Weibull distribution a exponential family?

## 2 Answers

The answer is NO. The logarithm of the weibull density is given by $$\log f(x) = \log(k/\lambda) + (k-1)\log(x/\lambda) - (x/\lambda)^k$$ where $x>0$, $k>0$ (shape parameter), $\lambda>0$ (scale parameter). The problem is the last term. IF $k$ were known (prespecified), this would be a one-parameter exponential family. So one could say (maybe) that the two-parameter weibull family is an (infinite) union of one-parameter exponential families, but if that is of any help I do not know.

To see this, the general form of the multi-parameter exponential family is $$f(x;\theta) = h(x) \exp( \sum_1^s \eta_i(\theta) T_i(x) - A(\theta)$$ we can se that the parameter function $\eta_i(\theta)$ and the data function $T_i(x)$ always combines multiplicatively, which do not happen for the last term in the weibull formula above.

The two parameter Weibull distribution (with $$k$$ and $$\lambda$$ as described on wikipedia) is not an exponential family. However, if you fix $$k$$ to anything, then it is an exponential family having sufficient statistics $$x^k$$ on support $$[0, \infty)$$.

• Here is a similar question: stats.stackexchange.com/questions/87501/… Commented May 4, 2017 at 8:12
• OK, planetmath agree with you: planetmath.org/exponentialfamily but they don't argue ... Commented May 4, 2017 at 8:24
• @kjetilbhalvorsen I updated my answer. I only remember having read that it was an exponential family, but I never tried to put it into canonical form. You're right: unless you fix $k$, it's not an exponential family. Commented May 4, 2017 at 8:29