Probability Density Function

Exponential distribution probability density function (PDF).

The probability density function (PDF) for an exponential random variable is

where λ is the rate parameter.

Installation

npm install @stdlib/stats-base-dists-exponential-pdf

Usage

var pdf = require( '@stdlib/stats-base-dists-exponential-pdf' );

pdf( x, lambda )

Evaluates the probability density function (PDF) for an exponential distribution with rate parameter lambda.

var y = pdf( 2.0, 0.3 );
// returns ~0.165

y = pdf( 2.0, 1.0 );
// returns ~0.135

If provided NaN as any argument, the function returns NaN.

var y = pdf( NaN, 0.0 );
// returns NaN

y = pdf( 0.0, NaN );
// returns NaN

If provided lambda < 0, the function returns NaN.

var y = pdf( 2.0, -1.0 );
// returns NaN

pdf.factory( lambda )

Partially apply lambda to create a reusable function for evaluating the PDF.

var mypdf = pdf.factory( 0.1 );

var y = mypdf( 8.0 );
// returns ~0.045

y = mypdf( 5.0 );
// returns ~0.06

Examples

var randu = require( '@stdlib/random-base-randu' );
var pdf = require( '@stdlib/stats-base-dists-exponential-pdf' );

var lambda;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    lambda = randu() * 10.0;
    y = pdf( x, lambda );
    console.log( 'x: %d, λ: %d, f(x;λ): %d', x, lambda, 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.