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Rayleigh
Rayleigh distribution constructor.
Installation
npm install @stdlib/stats-base-dists-rayleigh-ctor
Usage
var Rayleigh = require( '@stdlib/stats-base-dists-rayleigh-ctor' );
Rayleigh( [sigma] )
Returns an Rayleigh distribution object.
var rayleigh = new Rayleigh();
var mu = rayleigh.mean;
// returns ~1.253
By default, sigma = 1.0
. To create a distribution having a different scale parameter sigma
, provide a parameter value.
var rayleigh = new Rayleigh( 4.0 );
var mu = rayleigh.mean;
// returns ~5.013
rayleigh
A Rayleigh distribution object has the following properties and methods...
Writable Properties
rayleigh.sigma
Scale parameter of the distribution. sigma
must be a positive number.
var rayleigh = new Rayleigh( 2.0 );
var sigma = rayleigh.sigma;
// returns 2.0
rayleigh.sigma = 3.0;
sigma = rayleigh.sigma;
// returns 3.0
Computed Properties
Rayleigh.prototype.entropy
Returns the differential entropy.
var rayleigh = new Rayleigh( 4.0 );
var entropy = rayleigh.entropy;
// returns ~2.328
Rayleigh.prototype.kurtosis
Returns the excess kurtosis.
var rayleigh = new Rayleigh( 4.0 );
var kurtosis = rayleigh.kurtosis;
// returns ~0.245
Rayleigh.prototype.mean
Returns the median.
var rayleigh = new Rayleigh( 4.0 );
var mu = rayleigh.mean;
// returns ~5.013
Rayleigh.prototype.median
Returns the median.
var rayleigh = new Rayleigh( 4.0 );
var median = rayleigh.median;
// returns ~4.71
Rayleigh.prototype.mode
Returns the mode.
var rayleigh = new Rayleigh( 4.0 );
var mode = rayleigh.mode;
// returns 4.0
Rayleigh.prototype.skewness
Returns the skewness.
var rayleigh = new Rayleigh( 4.0 );
var skewness = rayleigh.skewness;
// returns ~0.631
Rayleigh.prototype.stdev
Returns the standard deviation.
var rayleigh = new Rayleigh( 4.0 );
var s = rayleigh.stdev;
// returns ~2.62
Rayleigh.prototype.variance
Returns the variance.
var rayleigh = new Rayleigh( 4.0 );
var s2 = rayleigh.variance;
// returns ~6.867
Methods
Rayleigh.prototype.cdf( x )
Evaluates the cumulative distribution function (CDF).
var rayleigh = new Rayleigh( 2.0 );
var y = rayleigh.cdf( 1.5 );
// returns ~0.245
Rayleigh.prototype.logcdf( x )
Evaluates the natural logarithm of the cumulative distribution function (CDF).
var rayleigh = new Rayleigh( 2.0 );
var y = rayleigh.logcdf( 1.5 );
// returns ~-1.406
Rayleigh.prototype.logpdf( x )
Evaluates the natural logarithm of the probability density function (PDF).
var rayleigh = new Rayleigh( 2.0 );
var y = rayleigh.logpdf( 0.8 );
// returns ~-1.689
Rayleigh.prototype.mgf( t )
Evaluates the moment-generating function (MGF).
var rayleigh = new Rayleigh( 2.0 );
var y = rayleigh.mgf( 0.5 );
// returns ~5.586
Rayleigh.prototype.pdf( x )
Evaluates the probability density function (PDF).
var rayleigh = new Rayleigh( 2.0 );
var y = rayleigh.pdf( 0.8 );
// returns ~0.185
Rayleigh.prototype.quantile( p )
Evaluates the quantile function at probability p
.
var rayleigh = new Rayleigh( 2.0 );
var y = rayleigh.quantile( 0.5 );
// returns ~2.355
y = rayleigh.quantile( 1.9 );
// returns NaN
Examples
var Rayleigh = require( '@stdlib/stats-base-dists-rayleigh-ctor' );
var rayleigh = new Rayleigh( 2.0, 4.0 );
var mu = rayleigh.mean;
// returns ~2.507
var mode = rayleigh.mode;
// returns 2.0
var s2 = rayleigh.variance;
// returns ~1.717
var y = rayleigh.cdf( 0.8 );
// returns ~0.077
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.