@stdlib/stats-base-dists-degenerate-mgf
v0.2.2
Published
Degenerate distribution moment-generating function (MGF).
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Moment-Generating Function
Degenerate distribution moment-generating function (MGF).
The moment-generating function for a degenerate random variable is
where mu
is the distribution mean.
Installation
npm install @stdlib/stats-base-dists-degenerate-mgf
Usage
var mgf = require( '@stdlib/stats-base-dists-degenerate-mgf' );
mgf( t, mu )
Evaluates the moment-generating function (MGF) of a degenerate distribution with parameter mu
(mean).
var y = mgf( 1.0, 1.0 );
// returns ~2.718
y = mgf( 2.0, 3.0 );
// returns ~403.429
If provided NaN
for any argument, the function returns NaN
.
var y = mgf( NaN, 0.0 );
// returns NaN
y = mgf( 0.0, NaN );
// returns NaN
mgf.factory( mu )
Returns a function for evaluating the moment-generating function of a degenerate distribution with parameter mu
(mean).
var mymgf = mgf.factory( 10.0 );
var y = mymgf( 0.1 );
// returns ~2.718
Examples
var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var mgf = require( '@stdlib/stats-base-dists-degenerate-mgf' );
var mu;
var t;
var y;
var i;
for ( i = 0; i < 100; i++ ) {
t = round( randu()*5.0 );
mu = round( randu()*5.0 );
y = mgf( t, mu );
console.log( 'x: %d, µ: %d, M_X(t;µ): %d', t, mu, y );
}
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.