README
Moment-Generating Function
Logistic distribution moment-generating function (MGF).
The moment-generating function for a logistic random variable is
for st ∈ (-1,1)
, where mu
is the location parameter and s
is the scale parameter. In above equation, B
denotes the Beta function. For st
outside the interval (-1,1)
, the function is not defined.
Installation
npm install @stdlib/stats-base-dists-logistic-mgf
Usage
var mgf = require( '@stdlib/stats-base-dists-logistic-mgf' );
mgf( t, mu, s )
Evaluates the logarithm of the moment-generating function (MGF) for a logistic distribution with parameters mu
(location parameter) and s
(scale parameter).
var y = mgf( 0.9, 0.0, 1.0 );
// returns ~9.15
y = mgf( 0.1, 4.0, 4.0 );
// returns ~1.971
y = mgf( -0.2, 4.0, 4.0 );
// returns ~1.921
If provided NaN
as any argument, the function returns NaN
.
var y = mgf( NaN, 0.0, 1.0 );
// returns NaN
y = mgf( 0.0, NaN, 1.0 );
// returns NaN
y = mgf( 0.0, 0.0, NaN );
// returns NaN
If provided s < 0
or abs( s * t ) > 1
, the function returns NaN
.
var y = mgf( 0.5, 0.0, -1.0 );
// returns NaN
y = mgf( 0.5, 0.0, 4.0 );
// returns NaN
mgf.factory( mu, s )
Returns a function for evaluating the moment-generating function (MGF) of a logistic distribution with parameters mu
(location parameter) and s
(scale parameter).
var mymgf = mgf.factory( 10.0, 0.5 );
var y = mymgf( 0.5 );
// returns ~164.846
y = mymgf( 2.0 );
// returns Infinity
Examples
var randu = require( '@stdlib/random-base-randu' );
var mgf = require( '@stdlib/stats-base-dists-logistic-mgf' );
var mu;
var s;
var t;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
t = randu();
mu = (randu() * 10.0) - 5.0;
s = randu() * 2.0;
y = mgf( t, mu, s );
console.log( 't: %d, µ: %d, s: %d, M_X(t;µ,s): %d', t.toFixed( 4 ), mu.toFixed( 4 ), s.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.
Copyright
Copyright © 2016-2021. The Stdlib Authors.