@stdlib/stats
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Standard library statistical functions.
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{{alias}}( [α, β] )
Returns a gamma distribution object.
Parameters
----------
α: number (optional)
Shape parameter. Must be greater than `0`. Default: `1.0`.
β: number (optional)
Rate parameter. Must be greater than `0`. Default: `1.0`.
Returns
-------
gamma: Object
Distribution instance.
gamma.alpha: number
Shape parameter. If set, the value must be greater than `0`.
gamma.beta: number
Rate parameter. If set, the value must be greater than `0`.
gamma.entropy: number
Read-only property which returns the differential entropy.
gamma.kurtosis: number
Read-only property which returns the excess kurtosis.
gamma.mean: number
Read-only property which returns the expected value.
gamma.mode: number
Read-only property which returns the mode.
gamma.skewness: number
Read-only property which returns the skewness.
gamma.stdev: number
Read-only property which returns the standard deviation.
gamma.variance: number
Read-only property which returns the variance.
gamma.cdf: Function
Evaluates the cumulative distribution function (CDF).
gamma.logcdf: Function
Evaluates the natural logarithm of the cumulative distribution function
(CDF).
gamma.logpdf: Function
Evaluates the natural logarithm of the probability density function
(PDF).
gamma.mgf: Function
Evaluates the moment-generating function (MGF).
gamma.pdf: Function
Evaluates the probability density function (PDF).
gamma.quantile: Function
Evaluates the quantile function at probability `p`.
Examples
--------
> var gamma = {{alias}}( 6.0, 5.0 );
> gamma.alpha
6.0
> gamma.beta
5.0
> gamma.entropy
~0.647
> gamma.kurtosis
1.0
> gamma.mean
1.2
> gamma.mode
1.0
> gamma.skewness
~0.816
> gamma.stdev
~0.49
> gamma.variance
0.24
> gamma.cdf( 0.8 )
~0.215
> gamma.logcdf( 0.8 )
~-1.538
> gamma.logpdf( 1.0 )
~-0.131
> gamma.mgf( -0.5 )
~0.564
> gamma.pdf( 1.0 )
~0.877
> gamma.quantile( 0.8 )
~1.581
See Also
--------