Normal

Normal distribution constructor.

Installation

npm install @stdlib/stats-base-dists-normal-ctor

Usage

var Normal = require( '@stdlib/stats-base-dists-normal-ctor' );

Normal( [mu, sigma] )

Returns a normal distribution object.

var normal = new Normal();

var mu = normal.mean;
// returns 0.0

By default, mu = 0.0 and sigma = 1.0. To create a distribution having a different mu (mean parameter) and sigma (standard deviation), provide the corresponding arguments.

var normal = new Normal( 2.0, 4.0 );

var mu = normal.mean;
// returns 2.0

normal

A normal distribution object has the following properties and methods...

Writable Properties

normal.mu

Mean parameter of the distribution.

var normal = new Normal();

var mu = normal.mu;
// returns 0.0

normal.mu = 3.0;

mu = normal.mu;
// returns 3.0

normal.sigma

Standard deviation of the distribution. sigma must be a positive number.

var normal = new Normal( 2.0, 4.0 );

var sigma = normal.sigma;
// returns 4.0

normal.sigma = 3.0;

sigma = normal.sigma;
// returns 3.0

Computed Properties

Normal.prototype.entropy

Returns the differential entropy.

var normal = new Normal( 4.0, 12.0 );

var entropy = normal.entropy;
// returns ~3.904

Normal.prototype.kurtosis

Returns the excess kurtosis.

var normal = new Normal( 4.0, 12.0 );

var kurtosis = normal.kurtosis;
// returns 0.0

Normal.prototype.mean

Returns the expected value.

var normal = new Normal( 4.0, 12.0 );

var mu = normal.mean;
// returns 4.0

Normal.prototype.median

Returns the median.

var normal = new Normal( 4.0, 12.0 );

var median = normal.median;
// returns 4.0

Normal.prototype.mode

Returns the mode.

var normal = new Normal( 4.0, 12.0 );

var mode = normal.mode;
// returns 4.0

Normal.prototype.skewness

Returns the skewness.

var normal = new Normal( 4.0, 12.0 );

var skewness = normal.skewness;
// returns 0.0

Normal.prototype.stdev

Returns the standard deviation.

var normal = new Normal( 4.0, 12.0 );

var s = normal.stdev;
// returns 12.0

Normal.prototype.variance

Returns the variance.

var normal = new Normal( 4.0, 12.0 );

var s2 = normal.variance;
// returns 144.0

Methods

Normal.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

var normal = new Normal( 2.0, 4.0 );

var y = normal.cdf( 0.5 );
// returns ~0.354

Normal.prototype.logcdf( x )

Evaluates the natural logarithm of the cumulative distribution function (CDF).

var normal = new Normal( 2.0, 4.0 );

var y = normal.logcdf( 0.5 );
// returns ~-1.039

Normal.prototype.logpdf( x )

Evaluates the natural logarithm of the probability density function (PDF).

var normal = new Normal( 2.0, 4.0 );

var y = normal.logpdf( 2.0 );
// returns ~-2.305

Normal.prototype.mgf( t )

Evaluates the moment-generating function (MGF).

var normal = new Normal( 2.0, 4.0 );

var y = normal.mgf( 0.2 );
// returns ~2.054

Normal.prototype.pdf( x )

Evaluates the probability density function (PDF).

var normal = new Normal( 2.0, 4.0 );

var y = normal.pdf( 2.0 );
// returns ~0.1

Normal.prototype.quantile( p )

Evaluates the quantile function at probability p.

var normal = new Normal( 2.0, 4.0 );

var y = normal.quantile( 0.5 );
// returns 2.0

y = normal.quantile( 1.9 );
// returns NaN

Examples

var Normal = require( '@stdlib/stats-base-dists-normal-ctor' );

var normal = new Normal( 2.0, 4.0 );

var mean = normal.mean;
// returns 2.0

var median = normal.median;
// returns 2.0

var s2 = normal.variance;
// returns 16.0

var y = normal.cdf( 0.8 );
// returns ~0.382

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.