Normal distribution variance.
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[Normal][normal-distribution] distribution [variance][variance].
μ
and standard deviation σ > 0
ismath
\mathop{\mathrm{Var}}\left[ X \right] = \sigma^2
bash
npm install @stdlib/stats-base-dists-normal-variance
script
tag without installation and bundlers, use the [ES Module][es-module] available on the [esm
][esm-url] branch (see [README][esm-readme]).deno
][deno-url] branch (see [README][deno-readme] for usage intructions).umd
][umd-url] branch (see [README][umd-readme]).javascript
var variance = require( '@stdlib/stats-base-dists-normal-variance' );
mu
(mean) and sigma
(standard deviation).javascript
var y = variance( 2.0, 1.0 );
// returns 1.0
y = variance( -1.0, 4.0 );
// returns 16.0
NaN
as any argument, the function returns NaN
.javascript
var y = variance( NaN, 1.0 );
// returns NaN
y = variance( 0.0, NaN );
// returns NaN
sigma <= 0
, the function returns NaN
.javascript
var y = variance( 0.0, 0.0 );
// returns NaN
y = variance( 0.0, -1.0 );
// returns NaN
javascript
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 ) );
}
c
#include "stdlib/stats/base/dists/normal/variance.h"
mu
and standard deviation sigma
.c
double out = stdlib_base_dists_normal_variance( 0.0, 1.0 );
// returns 1.0
[in] double
mean.[in] double
standard deviation.c
double stdlib_base_dists_normal_variance( const double mu, const double sigma );
c
#include "stdlib/stats/base/dists/normal/variance.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 sigma;
double mu;
double y;
int i;
for ( i = 0; i < 25; i++ ) {
mu = random_uniform( -5.0, 5.0 );
sigma = random_uniform( 0.0, 20.0 );
y = stdlib_base_dists_normal_variance( mu, sigma );
printf( "µ: %lf, σ: %lf, Var(X;µ,σ): %lf\n", mu, sigma, y );
}
}