Variance

Gumbel distribution variance.

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

Installation

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

Usage

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

variance( mu, beta )

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

var y = variance( 2.0, 1.0 );
// returns ~1.645

y = variance( 0.0, 1.0 );
// returns ~1.645

y = variance( -1.0, 4.0 );
// returns ~26.319

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

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

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

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

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

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

Examples

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

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 = variance( mu, beta );
    console.log( 'µ: %d, β: %d, Var(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.

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License

See LICENSE.

Copyright

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