@stdlib/stats-base-dists-normal-pdf
v0.2.2
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Normal distribution probability density function (PDF).
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Probability Density Function
Normal distribution probability density function (PDF).
The probability density function (PDF) for a normal random variable is
where µ
is the mean and σ
is the standard deviation.
Installation
npm install @stdlib/stats-base-dists-normal-pdf
Usage
var pdf = require( '@stdlib/stats-base-dists-normal-pdf' );
pdf( x, mu, sigma )
Evaluates the probability density function (PDF) for a normal distribution with parameters mu
(mean) and sigma
(standard deviation).
var y = pdf( 2.0, 0.0, 1.0 );
// returns ~0.054
y = pdf( -1.0, 4.0, 2.0 );
// returns ~0.009
If provided NaN
as any argument, the function returns NaN
.
var y = pdf( NaN, 0.0, 1.0 );
// returns NaN
y = pdf( 0.0, NaN, 1.0 );
// returns NaN
y = pdf( 0.0, 0.0, NaN );
// returns NaN
If provided sigma < 0
, the function returns NaN
.
var y = pdf( 2.0, 0.0, -1.0 );
// returns NaN
If provided sigma = 0
, the function evaluates the PDF of a degenerate distribution centered at mu
.
var y = pdf( 2.0, 8.0, 0.0 );
// returns 0.0
y = pdf( 8.0, 8.0, 0.0 );
// returns Infinity
pdf.factory( mu, sigma )
Partially apply mu
and sigma
to create a reusable function
for evaluating the PDF.
var mypdf = pdf.factory( 10.0, 2.0 );
var y = mypdf( 10.0 );
// returns ~0.199
y = mypdf( 5.0 );
// returns ~0.009
Examples
var randu = require( '@stdlib/random-base-randu' );
var pdf = require( '@stdlib/stats-base-dists-normal-pdf' );
var sigma;
var mu;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = randu() * 10.0;
mu = (randu() * 10.0) - 5.0;
sigma = randu() * 20.0;
y = pdf( x, mu, sigma );
console.log( 'x: %d, µ: %d, σ: %d, f(x;µ,σ): %d', x, mu, sigma, 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.