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Inverse gamma distribution standard deviation.
The standard deviation for an inverse gamma random variable with shape parameter α
and rate parameter β
is
when α > 2
. Otherwise, the standard deviation is not defined.
npm install @stdlib/stats-base-dists-invgamma-stdev
var stdev = require( '@stdlib/stats-base-dists-invgamma-stdev' );
Returns the standard deviation of a inverse gamma distribution with parameters alpha
(shape parameter) and beta
(rate parameter).
var v = stdev( 7.0, 7.0 );
// returns ~0.522
v = stdev( 4.0, 12.0 );
// returns ~2.828
v = stdev( 8.0, 2.0 );
// returns ~0.117
If provided NaN
as any argument, the function returns NaN
.
var v = stdev( NaN, 2.0 );
// returns NaN
v = stdev( 2.0, NaN );
// returns NaN
If provided alpha <= 2
, the function returns NaN
.
var v = stdev( 1.0, 1.0 );
// returns NaN
v = stdev( -1.0, 1.0 );
// returns NaN
If provided beta <= 0
, the function returns NaN
.
var v = stdev( 3.0, 0.0 );
// returns NaN
v = stdev( 3.0, -1.0 );
// returns NaN
var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var stdev = require( '@stdlib/stats-base-dists-invgamma-stdev' );
var alpha;
var beta;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
alpha = ( randu()*10.0 ) + EPS;
beta = ( randu()*10.0 ) + EPS;
v = stdev( alpha, beta );
console.log( 'α: %d, β: %d, SD(X;α,β): %d', alpha.toFixed( 4 ), beta.toFixed( 4 ), v.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.
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See LICENSE.
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