@stdlib/stats-base-dists-exponential-stdev

About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

Standard Deviation

Exponential distribution standard deviation.

The standard deviation for an exponential random variable is

where λ is the rate parameter.

Installation

npm install @stdlib/stats-base-dists-exponential-stdev

Usage

var stdev = require( '@stdlib/stats-base-dists-exponential-stdev' );

stdev( lambda )

Returns the standard deviation of a exponential distribution with rate parameter lambda.

var v = stdev( 9.0 );
// returns ~0.11

v = stdev( 0.5 );
// returns 2.0

If provided lambda < 0, the function returns NaN.

var v = stdev( -1.0 );
// returns NaN

Examples

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

var lambda;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    lambda = randu() * 20.0;
    v = stdev( lambda );
    console.log( 'λ: %d, SD(X;λ): %d', lambda.toFixed( 4 ), v.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.

Copyright

Copyright © 2016-2024. The Stdlib Authors.