Cumulative Distribution Function

Exponential distribution cumulative distribution function.

The cumulative distribution function for an exponential random variable is

where λ is the rate parameter.

Installation

npm install @stdlib/stats-base-dists-exponential-cdf

Alternatively,

• To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch.
• If you are using Deno, visit the deno branch.
• For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch.

Usage

var cdf = require( '@stdlib/stats-base-dists-exponential-cdf' );

cdf( x, lambda )

Evaluates the cumulative distribution function for an exponential distribution with rate parameter lambda.

var y = cdf( 2.0, 0.3 );
// returns ~0.451

y = cdf( 10.0, 0.3 );
// returns ~0.95

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

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

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

If provided lambda < 0, the function returns NaN.

var y = cdf( 2.0, -1.0 );
// returns NaN

cdf.factory( lambda )

Returns a function for evaluating the cumulative distribution function (CDF) for an exponential distribution with rate parameter lambda.

var mycdf = cdf.factory( 0.1 );

var y = mycdf( 8.0 );
// returns ~0.551

y = mycdf( 2.0 );
// returns ~0.181

y = mycdf( 0.0 );
// returns 0.0

Examples

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

var lambda;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    lambda = randu() * 10.0;
    y = cdf( x, lambda );
    console.log( 'x: %d, λ: %d, F(x;λ): %d', x, lambda, 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 © 2016-2022. The Stdlib Authors.