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    @stdlib/stats-base-dists-erlang-stdev
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    0.0.8 • Public • Published

    Standard Deviation

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    Erlang distribution standard deviation.

    The standard deviation for an Erlang random variable is

    Standard deviation for an Erlang distribution.

    where k is the shape parameter and λ is the rate parameter.

    Installation

    npm install @stdlib/stats-base-dists-erlang-stdev

    Usage

    var stdev = require( '@stdlib/stats-base-dists-erlang-stdev' );

    stdev( k, lambda )

    Returns the standard deviation of an Erlang distribution with parameters k (shape parameter) and lambda (rate parameter).

    var v = stdev( 1, 1.0 );
    // returns 1.0
    
    v = stdev( 4, 12.0 );
    // returns ~0.167
    
    v = stdev( 8, 2.0 );
    // returns ~1.414

    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 not provided a positive integer for k, the function returns NaN.

    var v = stdev( 1.8, 1.0 );
    // returns NaN
    
    v = stdev( -1.0, 1.0 );
    // returns NaN

    If provided lambda <= 0, the function returns NaN.

    var v = stdev( 2, 0.0 );
    // returns NaN
    
    v = stdev( 2, -1.0 );
    // returns NaN

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var round = require( '@stdlib/math-base-special-round' );
    var EPS = require( '@stdlib/constants-float64-eps' );
    var stdev = require( '@stdlib/stats-base-dists-erlang-stdev' );
    
    var lambda;
    var k;
    var v;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        k = round( randu()*10.0 );
        lambda = ( randu()*10.0 ) + EPS;
        v = stdev( k, lambda );
        console.log( 'k: %d, λ: %d, SD(X;k,λ): %d', k.toFixed( 4 ), lambda.toFixed( 4 ), v.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.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-erlang-stdev

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    72

    Version

    0.0.8

    License

    Apache-2.0

    Unpacked Size

    29.4 kB

    Total Files

    10

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser