@stdlib/stats
Version:
Standard library statistical functions.
66 lines (56 loc) • 1.32 kB
JavaScript
/**
* @license Apache-2.0
*
* Copyright (c) 2018 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.
*/
;
// MODULES //
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
// MAIN //
/**
* Returns the standard deviation of a Bernoulli distribution.
*
* @param {Probability} p - success probability
* @returns {NonNegativeNumber} standard deviation
*
* @example
* var v = stdev( 0.1 );
* // returns ~0.3
*
* @example
* var v = stdev( 0.5 );
* // returns 0.5
*
* @example
* var v = stdev( 1.1 );
* // returns NaN
*
* @example
* var v = stdev( NaN );
* // returns NaN
*/
function stdev( p ) {
if (
isnan( p ) ||
p < 0.0 ||
p > 1.0
) {
return NaN;
}
return sqrt( ( 1.0-p ) * p );
}
// EXPORTS //
module.exports = stdev;