@stdlib/stats-base-dists-erlang-stdev
v0.2.2
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Erlang distribution standard deviation.
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Standard Deviation
Erlang distribution standard deviation.
The standard deviation for an Erlang random variable is
where k
is the shape parameter and λ
is the rate parameter.
Installation
npm install @stdlib/stats-base-dists-erlang-stdev
Usage
var stdev = require( '@stdlib/stats-base-dists-erlang-stdev' );
stdev( k, lambda )
Returns the standard deviation of an Erlang distribution with parameters k
(shape parameter) and lambda
(rate parameter).
var v = stdev( 1, 1.0 );
// returns 1.0
v = stdev( 4, 12.0 );
// returns ~0.167
v = stdev( 8, 2.0 );
// returns ~1.414
If provided NaN
as any argument, the function returns NaN
.
var v = stdev( NaN, 2.0 );
// returns NaN
v = stdev( 2.0, NaN );
// returns NaN
If not provided a positive integer for k
, the function returns NaN
.
var v = stdev( 1.8, 1.0 );
// returns NaN
v = stdev( -1.0, 1.0 );
// returns NaN
If provided lambda <= 0
, the function returns NaN
.
var v = stdev( 2, 0.0 );
// returns NaN
v = stdev( 2, -1.0 );
// returns NaN
Examples
var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var EPS = require( '@stdlib/constants-float64-eps' );
var stdev = require( '@stdlib/stats-base-dists-erlang-stdev' );
var lambda;
var k;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
k = round( randu()*10.0 );
lambda = ( randu()*10.0 ) + EPS;
v = stdev( k, lambda );
console.log( 'k: %d, λ: %d, SD(X;k,λ): %d', k.toFixed( 4 ), lambda.toFixed( 4 ), v.toFixed( 4 ) );
}
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.