@stdlib/stats-base-dists-degenerate-mgf

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Moment-Generating Function

Degenerate distribution moment-generating function (MGF).

The moment-generating function for a degenerate random variable is

where mu is the distribution mean.

Installation

npm install @stdlib/stats-base-dists-degenerate-mgf

Usage

var mgf = require( '@stdlib/stats-base-dists-degenerate-mgf' );

mgf( t, mu )

Evaluates the moment-generating function (MGF) of a degenerate distribution with parameter mu (mean).

var y = mgf( 1.0, 1.0 );
// returns ~2.718

y = mgf( 2.0, 3.0 );
// returns ~403.429

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

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

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

mgf.factory( mu )

Returns a function for evaluating the moment-generating function of a degenerate distribution with parameter mu (mean).

var mymgf = mgf.factory( 10.0 );

var y = mymgf( 0.1 );
// returns ~2.718

Examples

var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var mgf = require( '@stdlib/stats-base-dists-degenerate-mgf' );

var mu;
var t;
var y;
var i;

for ( i = 0; i < 100; i++ ) {
    t = round( randu()*5.0 );
    mu = round( randu()*5.0 );
    y = mgf( t, mu );
    console.log( 'x: %d, µ: %d, M_X(t;µ): %d', t, mu, y );
}

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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

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License

See LICENSE.

Copyright

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