@stdlib/stats
Version:
Standard library statistical functions.
107 lines (83 loc) • 2.37 kB
Plain Text
{{alias}}( [μ, β] )
Returns a Gumbel distribution object.
Parameters
----------
μ: number (optional)
Location parameter. Default: `0.0`.
β: number (optional)
Scale parameter. Must be greater than `0`. Default: `1.0`.
Returns
-------
gumbel: Object
Distribution instance.
gumbel.mu: number
Location parameter.
gumbel.beta: number
Scale parameter. If set, the value must be greater than `0`.
gumbel.entropy: number
Read-only property which returns the differential entropy.
gumbel.kurtosis: number
Read-only property which returns the excess kurtosis.
gumbel.mean: number
Read-only property which returns the expected value.
gumbel.median: number
Read-only property which returns the median.
gumbel.mode: number
Read-only property which returns the mode.
gumbel.skewness: number
Read-only property which returns the skewness.
gumbel.stdev: number
Read-only property which returns the standard deviation.
gumbel.variance: number
Read-only property which returns the variance.
gumbel.cdf: Function
Evaluates the cumulative distribution function (CDF).
gumbel.logcdf: Function
Evaluates the natural logarithm of the cumulative distribution function
(CDF).
gumbel.logpdf: Function
Evaluates the natural logarithm of the probability density function
(PDF).
gumbel.mgf: Function
Evaluates the moment-generating function (MGF).
gumbel.pdf: Function
Evaluates the probability density function (PDF).
gumbel.quantile: Function
Evaluates the quantile function at probability `p`.
Examples
--------
> var gumbel = {{alias}}( -2.0, 3.0 );
> gumbel.mu
-2.0
> gumbel.beta
3.0
> gumbel.entropy
~2.676
> gumbel.kurtosis
2.4
> gumbel.mean
~-0.268
> gumbel.median
~-0.9
> gumbel.mode
-2.0
> gumbel.skewness
~1.14
> gumbel.stdev
~3.848
> gumbel.variance
~14.804
> gumbel.cdf( 0.8 )
~0.675
> gumbel.logcdf( 0.8 )
~-0.393
> gumbel.logpdf( 1.0 )
~-2.466
> gumbel.mgf( 0.2 )
~1.487
> gumbel.pdf( 1.0 )
~0.085
> gumbel.quantile( 0.8 )
~2.5
See Also
--------