Variance

F distribution variance.

The variance for a F random variable is

for d1 > 0 and d2 > 4. Otherwise, the variance is not defined.

Installation

npm install @stdlib/stats-base-dists-f-variance

Usage

var variance = require( '@stdlib/stats-base-dists-f-variance' );

variance( d1, d2 )

Returns the variance of a F distribution with parameters d1 (numerator degrees of freedom) and d2 (denominator degrees of freedom).

var v = variance( 4.0, 5.0 );
// returns ~9.722

v = variance( 4.0, 12.0 );
// returns ~1.26

v = variance( 8.0, 5.0 );
// returns ~7.639

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

var v = variance( NaN, 5.0 );
// returns NaN

v = variance( 3.0, NaN );
// returns NaN

If provided d1 <= 0, the function returns NaN.

var v = variance( 0.0, 5.0 );
// returns NaN

v = variance( -1.0, 5.0 );
// returns NaN

If provided d2 <= 4, the function returns NaN.

var v = variance( 3.0, 4.0 );
// returns NaN

v = variance( 3.0, -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var variance = require( '@stdlib/stats-base-dists-f-variance' );

var d1;
var d2;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    d1 = ( randu()*10.0 ) + EPS;
    d2 = ( randu()*20.0 ) + EPS;
    v = variance( d1, d2 );
    console.log( 'd1: %d, d2: %d, Var(X;d1,d2): %d', d1.toFixed( 4 ), d2.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.