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@stdlib/stats-base-dists-weibull-mgf

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Weibull distribution moment-generating function (MGF).

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/* * @license Apache-2.0 * * Copyright (c) 2019 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ // TypeScript Version: 4.1 /** * Evaluates the moment-generating function (MGF) for a Weibull distribution. * * @param t - input value * @returns evaluated MGF */ type Unary = ( t: number ) => number; /** * Interface for the moment-generating function (MGF) of a Weibull distribution. */ interface MGF { /** * Evaluates the moment-generating function (MGF) for a Weibull distribution with shape `k` and scale `lambda` at a value `t`. * * ## Notes * * - If provided a nonpositive value for `lambda` or `k`, the function returns `NaN`. * * @param t - input value * @param k - shape parameter * @param lambda - scale parameter * @returns evaluated MGF * * @example * var y = mgf( 1.0, 1.0, 0.5 ); * // returns ~2.0 * * @example * var y = mgf( -1.0, 4.0, 4.0 ); * // returns ~0.019 * * @example * var y = mgf( NaN, 1.0, 1.0 ); * // returns NaN * * @example * var y = mgf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = mgf( 0.0, 1.0, NaN ); * // returns NaN * * @example * var y = mgf( 0.2, -1.0, 0.5 ); * // returns NaN * * @example * var y = mgf( 0.2, 0.0, 0.5 ); * // returns NaN * * @example * var y = mgf( 0.2, 0.5, -1.0 ); * // returns NaN * * @example * var y = mgf( 0.2, 0.5, 0.0 ); * // returns NaN */ ( t: number, alpha: number, beta: number ): number; /** * Returns a function for evaluating the moment-generating function (MGF) of a Weibull distribution with shape `k` and scale `lambda`. * * @param k - shape parameter * @param lambda - scale parameter * @returns MGF * * @example * var myMGF = mgf.factory( 8.0, 10.0 ); * * var y = myMGF( 0.8 ); * // returns ~3150.149 * * y = myMGF( 0.08 ); * // returns ~2.137 */ factory( alpha: number, beta: number ): Unary; } /** * Weibull distribution moment-generating function (MGF). * * @param t - input value * @param k - shape parameter * @param lambda - scale parameter * @returns evaluated MGF * * @example * var y = mgf( 1.0, 1.0, 0.5 ); * // returns ~2.0 * * y = mgf( -1.0, 4.0, 4.0 ); * // returns ~0.019 * * var myMGF = mgf.factory( 8.0, 10.0 ); * * y = myMGF( 0.8 ); * // returns ~3150.149 * * y = myMGF( 0.08 ); * // returns ~2.137s */ declare var mgf: MGF; // EXPORTS // export = mgf;