Variance

Rayleigh distribution variance.

The variance for a Rayleigh random variable is

where σ > 0 is the scale parameter.

Installation

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

Usage

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

variance( sigma )

Returns the variance of a Rayleigh distribution with scale sigma.

var y = variance( 9.0 );
// returns ~34.765

y = variance( 3.5 );
// returns ~5.258

If provided sigma < 0, the function returns NaN.

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

Examples

var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var variance = require( '@stdlib/stats-base-dists-rayleigh-variance' );

var sigma;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    sigma = randu() * 20.0;
    y = variance( sigma );
    console.log( 'σ: %d, Var(X,σ): %d', sigma.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

Copyright © 2016-2024. The Stdlib Authors.