Chi

Chi distribution constructor.

Installation

npm install @stdlib/stats-base-dists-chi-ctor

Usage

var Chi = require( '@stdlib/stats-base-dists-chi-ctor' );

Chi( [k] )

Returns an chi distribution object.

var chi = new Chi();

var mu = chi.mean;
// returns ~0.798

By default, k = 1.0. To create a distribution having a different degrees of freedom k, provide a parameter value.

var chi = new Chi( 4.0 );

var mu = chi.mean;
// returns ~1.88

chi

A chi distribution object has the following properties and methods...

Writable Properties

chi.k

Degrees of freedom of the distribution. k must be a positive number.

var chi = new Chi( 2.0 );

var k = chi.k;
// returns 2.0

chi.k = 3.0;

k = chi.k;
// returns 3.0

Computed Properties

Chi.prototype.entropy

Returns the differential entropy.

var chi = new Chi( 4.0 );

var entropy = chi.entropy;
// returns ~1.019

Chi.prototype.kurtosis

Returns the excess kurtosis.

var chi = new Chi( 4.0 );

var kurtosis = chi.kurtosis;
// returns ~0.059

Chi.prototype.mean

Returns the expected value.

var chi = new Chi( 4.0 );

var mu = chi.mean;
// returns ~1.88

Chi.prototype.mode

Returns the mode.

var chi = new Chi( 4.0 );

var mode = chi.mode;
// returns ~1.732

Chi.prototype.skewness

Returns the skewness.

var chi = new Chi( 4.0 );

var skewness = chi.skewness;
// returns ~0.406

Chi.prototype.stdev

Returns the standard deviation.

var chi = new Chi( 4.0 );

var s = chi.stdev;
// returns ~0.682

Chi.prototype.variance

Returns the variance.

var chi = new Chi( 4.0 );

var s2 = chi.variance;
// returns ~0.466

Methods

Chi.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

var chi = new Chi( 2.0 );

var y = chi.cdf( 0.5 );
// returns ~0.118

Chi.prototype.logpdf( x )

Evaluates the natural logarithm of the probability density function (PDF).

var chi = new Chi( 2.0 );

var y = chi.logpdf( 0.8 );
// returns ~-0.543

Chi.prototype.pdf( x )

Evaluates the probability density function (PDF).

var chi = new Chi( 2.0 );

var y = chi.pdf( 0.8 );
// returns ~0.581

Chi.prototype.quantile( p )

Evaluates the quantile function at probability p.

var chi = new Chi( 2.0 );

var y = chi.quantile( 0.5 );
// returns ~1.177

y = chi.quantile( 1.9 );
// returns NaN

Examples

var Chi = require( '@stdlib/stats-base-dists-chi-ctor' );

var chi = new Chi( 2.0 );

var mu = chi.mean;
// returns ~1.253

var mode = chi.mode;
// returns 1.0

var s2 = chi.variance;
// returns ~0.429

var y = chi.cdf( 0.8 );
// returns ~0.274

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.