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Geometric distribution standard deviation.
The standard deviation for a geometric random variable is
where p
is the success probability.
To use in Observable,
stdev = require( 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-geometric-stdev@umd/browser.js' )
To vendor stdlib functionality and avoid installing dependency trees for Node.js, you can use the UMD server build:
var stdev = require( 'path/to/vendor/umd/stats-base-dists-geometric-stdev/index.js' )
To include the bundle in a webpage,
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-geometric-stdev@umd/browser.js"></script>
If no recognized module system is present, access bundle contents via the global scope:
<script type="text/javascript">
(function () {
window.stdev;
})();
</script>
Returns the standard deviation of a geometric distribution with success probability p
.
var v = stdev( 0.1 );
// returns ~9.487
v = stdev( 0.5 );
// returns ~1.414
If provided a success probability p
outside of [0,1]
, the function returns NaN
.
var v = stdev( NaN );
// returns NaN
v = stdev( 1.5 );
// returns NaN
v = stdev( -1.0 );
// returns NaN
<!DOCTYPE html>
<html lang="en">
<body>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@umd/browser.js"></script>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/math-base-special-round@umd/browser.js"></script>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-geometric-stdev@umd/browser.js"></script>
<script type="text/javascript">
(function () {
var v;
var i;
var p;
for ( i = 0; i < 10; i++ ) {
p = randu();
v = stdev( p );
console.log( 'p: %d, SD(X;p): %d', p.toFixed( 4 ), v.toFixed( 4 ) );
}
})();
</script>
</body>
</html>
#include "stdlib/stats/base/dists/geometric/stdev.h"
Returns the standard deviation of a geometric distribution with success probability p
.
double out = stdlib_base_dists_geometric_stdev( 0.5 );
// returns 1.0
The function accepts the following arguments:
- p:
[in] double
success probability.
double stdlib_base_dists_geometric_stdev( const double p );
#include "stdlib/stats/base/dists/geometric/stdev.h"
#include <stdlib.h>
#include <stdio.h>
static double random_uniform( const double min, const double max ) {
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
return min + ( v*(max-min) );
}
int main( void ) {
double p;
double y;
int i;
for ( i = 0; i < 25; i++ ) {
p = random_uniform( 0.0, 1.0 );
y = stdlib_base_dists_geometric_stdev( p );
printf( "p: %lf, SD(X;p): %lf\n", p, y );
}
}
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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