Variance

Normal distribution variance.

The variance for a normal random variable with mean μ and standard deviation σ > 0 is

Installation

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

Usage

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

variance( mu, sigma )

Returns the variance for a normal distribution with parameters mu (mean) and sigma (standard deviation).

var y = variance( 2.0, 1.0 );
// returns 1.0

y = variance( -1.0, 4.0 );
// returns 16.0

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

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

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

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

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

y = variance( 0.0, -1.0 );
// returns NaN

Examples

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

var sigma;
var mu;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    mu = ( randu()*10.0 ) - 5.0;
    sigma = randu() * 20.0;
    y = variance( mu, sigma );
    console.log( 'µ: %d, σ: %d, Var(X;µ,σ): %d', mu.toFixed( 4 ), 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.

@stdlib/stats-base-dists-normal-variance

Package Exports

Readme