@stdlib/stats
Version:
Standard library statistical functions.
79 lines (69 loc) • 1.64 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.
*/
'use strict';
// MODULES //
var sqrt = require( '@stdlib/math/base/special/sqrt' );
// MAIN //
/**
* Returns the skewness of a beta distribution.
*
* @param {PositiveNumber} alpha - first shape parameter
* @param {PositiveNumber} beta - second shape parameter
* @returns {number} skewness
*
* @example
* var v = skewness( 1.0, 1.0 );
* // returns 0.0
*
* @example
* var v = skewness( 4.0, 12.0 );
* // returns ~0.529
*
* @example
* var v = skewness( 8.0, 2.0 );
* // returns ~-0.829
*
* @example
* var v = skewness( 1.0, -0.1 );
* // returns NaN
*
* @example
* var v = skewness( -0.1, 1.0 );
* // returns NaN
*
* @example
* var v = skewness( 2.0, NaN );
* // returns NaN
*
* @example
* var v = skewness( NaN, 2.0 );
* // returns NaN
*/
function skewness( alpha, beta ) {
var out;
var ab;
if ( alpha <= 0.0 || beta <= 0.0 ) {
return NaN;
}
ab = alpha + beta;
out = 2.0 * ( beta-alpha ) * sqrt( ab + 1.0 );
out /= ( ab + 2.0 ) * sqrt( alpha * beta );
return out;
}
// EXPORTS //
module.exports = skewness;