Standard Deviation

Gumbel distribution standard deviation.

The standard deviation for a Gumbel random variable with location μ and scale β is

Installation

npm install @stdlib/stats-base-dists-gumbel-stdev

Usage

var stdev = require( '@stdlib/stats-base-dists-gumbel-stdev' );

stdev( mu, beta )

Returns the standard deviation for a Gumbel distribution with location parameter mu and scale parameter beta.

var y = stdev( 2.0, 1.0 );
// returns ~1.283

y = stdev( 0.0, 1.0 );
// returns ~1.283

y = stdev( -1.0, 4.0 );
// returns ~5.13

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

var y = stdev( NaN, 1.0 );
// returns NaN

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

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

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

y = stdev( 0.0, -1.0 );
// returns NaN

Examples

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

var beta;
var mu;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    mu = ( randu()*10.0 ) - 5.0;
    beta = randu() * 20.0;
    y = stdev( mu, beta );
    console.log( 'µ: %d, β: %d, SD(X;µ,β): %d', mu.toFixed( 4 ), beta.toFixed( 4 ), y.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

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