probdist

Probability Distributions implementations in Javascript.

The following distributions are implemented:

• Uniform
• Discrete Uniform
• Bernoulli
• Binomial
• Negative Binomial
• Geometric
• Gaussian
• Cauchy
• Categorical
• Poisson
• Exponential
• Chi-squared
• Beta
• Pareto
• Gamma
• Rayleigh
• Student's T
• Snedecor's F

Example of usage:

var distributions = require('probdist');
var X = distributions.gaussian(0, 1);
 
X.sample(10);
// [ 0.5658508553376578,
//   0.028141615149934296,
//   0.35359657318758764,
//   -0.5021456049431663,
//   0.7315022110154814,
//   0.12995158841761167,
//   0.6366737204564288,
//   -0.7940757196582808,
//   0.8273505445946512,
//   -2.352834867962656 ]