README

Cumulative Distribution Function

Exponential distribution cumulative distribution function.

The cumulative distribution function for an exponential random variable is

Cumulative distribution function for an exponential distribution.

where λ is the rate parameter.

Installation

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

Usage

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

cdf( x, lambda )

Evaluates the cumulative distribution function for an exponential distribution with rate parameter lambda.

var y = cdf( 2.0, 0.3 );
// returns ~0.451

y = cdf( 10.0, 0.3 );
// returns ~0.95

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

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

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

If provided lambda < 0, the function returns NaN.

var y = cdf( 2.0, -1.0 );
// returns NaN

cdf.factory( lambda )

Returns a function for evaluating the cumulative distribution function (CDF) for an exponential distribution with rate parameter lambda.

var mycdf = cdf.factory( 0.1 );

var y = mycdf( 8.0 );
// returns ~0.551

y = mycdf( 2.0 );
// returns ~0.181

y = mycdf( 0.0 );
// returns 0.0

Examples

var randu = require( '@stdlib/random-base-randu' );
var cdf = require( '@stdlib/stats-base-dists-exponential-cdf' );

var lambda;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    lambda = randu() * 10.0;
    y = cdf( x, lambda );
    console.log( 'x: %d, λ: %d, F(x;λ): %d', x, lambda, y );
}

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.

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

Usage no npm install needed!