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Beta prime distribution standard deviation.
The standard deviation for a beta prime random variable with first shape parameter α
and second shape parameter β
is
when α > 0
and β > 2
. Otherwise, the standard deviation is not defined.
npm install @stdlib/stats-base-dists-betaprime-stdev
var stdev = require( '@stdlib/stats-base-dists-betaprime-stdev' );
Returns the standard deviation of a beta prime distribution with parameters alpha
(first shape parameter) and beta
(second shape parameter).
var v = stdev( 1.0, 3.0 );
// returns ~0.866
v = stdev( 4.0, 12.0 );
// returns ~0.223
v = stdev( 8.0, 2.5 );
// returns ~8.219
If provided NaN
as any argument, the function returns NaN
.
var v = stdev( NaN, 2.0 );
// returns NaN
v = stdev( 2.0, NaN );
// returns NaN
If provided alpha <= 0
, the function returns NaN
.
var v = stdev( 0.0, 1.0 );
// returns NaN
v = stdev( -1.0, 1.0 );
// returns NaN
If provided beta <= 2
, the function returns NaN
.
var v = stdev( 1.0, 2.0 );
// returns NaN
v = stdev( 1.0, 0.0 );
// returns NaN
v = stdev( 1.0, -1.0 );
// returns NaN
var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var stdev = require( '@stdlib/stats-base-dists-betaprime-stdev' );
var alpha;
var beta;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
alpha = ( randu()*10.0 ) + EPS;
beta = ( randu()*10.0 ) + 2.0 + EPS;
v = stdev( alpha, beta );
console.log( 'α: %d, β: %d, SD(X;α,β): %d', alpha.toFixed( 4 ), beta.toFixed( 4 ), v.toFixed( 4 ) );
}
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.
See LICENSE.
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