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The median for a gumbel random variable is
where μ
is the location parameter and β
is the scale parameter.
npm install @stdlib/stats-base-dists-gumbel-median
var median = require( '@stdlib/stats-base-dists-gumbel-median' );
Returns the median for a Gumbel distribution with location parameter mu
and scale parameter beta
.
var y = median( 2.0, 1.0 );
// returns ~2.367
y = median( 0.0, 1.0 );
// returns ~0.367
y = median( -1.0, 4.0 );
// returns ~0.466
If provided NaN
as any argument, the function returns NaN
.
var y = median( NaN, 1.0 );
// returns NaN
y = median( 0.0, NaN );
// returns NaN
If provided beta <= 0
, the function returns NaN
.
var y = median( 0.0, 0.0 );
// returns NaN
y = median( 0.0, -1.0 );
// returns NaN
var randu = require( '@stdlib/random-base-randu' );
var median = require( '@stdlib/stats-base-dists-gumbel-median' );
var beta;
var mu;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
mu = ( randu()*10.0 ) - 5.0;
beta = randu() * 20.0;
y = median( mu, beta );
console.log( 'µ: %d, β: %d, Median(X;µ,β): %d', mu.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) );
}
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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