README

Variance

Laplace distribution variance.

The variance for a Laplace random variable with location parameter mu and scale parameter b > 0 is

Installation

npm install @stdlib/stats-base-dists-laplace-variance

Usage

var variance = require( '@stdlib/stats-base-dists-laplace-variance' );

variance( mu, b )

Returns the variance for a Laplace distribution with location parameter mu and scale parameter b.

var y = variance( 2.0, 1.0 );
// returns 2.0

y = variance( 0.0, 1.0 );
// returns 2.0

y = variance( -1.0, 4.0 );
// returns 32.0

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

var y = variance( NaN, 1.0 );
// returns NaN

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

If provided b <= 0, the function returns NaN.

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

y = variance( 0.0, -1.0 );
// returns NaN

Examples

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

var mu;
var b;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    mu = ( randu()*10.0 ) - 5.0;
    b = randu() * 20.0;
    y = variance( mu, b );
    console.log( 'µ: %d, b: %d, Var(X;µ,b): %d', mu.toFixed( 4 ), b.toFixed( 4 ), y.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.

@stdlib/stats-base-dists-laplace-variance

Usage no npm install needed!