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Standard library statistical functions.

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<!-- @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. --> # Negative Binomial > Negative binomial distribution. <section class="usage"> ## Usage ```javascript var negativeBinomial = require( '@stdlib/stats/base/dists/negative-binomial' ); ``` #### negativeBinomial Negative binomial distribution. ```javascript var dist = negativeBinomial; // returns {...} ``` The namespace contains the following distribution functions: <!-- <toc pattern="*+(cdf|pmf|mgf|quantile)*"> --> <div class="namespace-toc"> - <span class="signature">[`cdf( x, r, p )`][@stdlib/stats/base/dists/negative-binomial/cdf]</span><span class="delimiter">: </span><span class="description">negative binomial distribution cumulative distribution function.</span> - <span class="signature">[`logpmf( x, r, p )`][@stdlib/stats/base/dists/negative-binomial/logpmf]</span><span class="delimiter">: </span><span class="description">evaluate the natural logarithm of the probability mass function (PMF) for a negative binomial distribution.</span> - <span class="signature">[`mgf( t, r, p )`][@stdlib/stats/base/dists/negative-binomial/mgf]</span><span class="delimiter">: </span><span class="description">negative binomial distribution moment-generating function (MGF).</span> - <span class="signature">[`pmf( x, r, p )`][@stdlib/stats/base/dists/negative-binomial/pmf]</span><span class="delimiter">: </span><span class="description">negative binomial distribution probability mass function (PMF).</span> - <span class="signature">[`quantile( k, r, p )`][@stdlib/stats/base/dists/negative-binomial/quantile]</span><span class="delimiter">: </span><span class="description">negative binomial distribution quantile function.</span> </div> <!-- </toc> --> The namespace contains the following functions for calculating distribution properties: <!-- <toc pattern="*+(entropy|kurtosis|mean|median|mode|skewness|stdev|variance)*"> --> <div class="namespace-toc"> - <span class="signature">[`kurtosis( r, p )`][@stdlib/stats/base/dists/negative-binomial/kurtosis]</span><span class="delimiter">: </span><span class="description">negative binomial distribution excess kurtosis.</span> - <span class="signature">[`mean( r, p )`][@stdlib/stats/base/dists/negative-binomial/mean]</span><span class="delimiter">: </span><span class="description">negative binomial distribution expected value.</span> - <span class="signature">[`mode( r, p )`][@stdlib/stats/base/dists/negative-binomial/mode]</span><span class="delimiter">: </span><span class="description">negative binomial distribution mode.</span> - <span class="signature">[`skewness( r, p )`][@stdlib/stats/base/dists/negative-binomial/skewness]</span><span class="delimiter">: </span><span class="description">negative binomial distribution skewness.</span> - <span class="signature">[`stdev( r, p )`][@stdlib/stats/base/dists/negative-binomial/stdev]</span><span class="delimiter">: </span><span class="description">negative binomial distribution standard deviation.</span> - <span class="signature">[`variance( r, p )`][@stdlib/stats/base/dists/negative-binomial/variance]</span><span class="delimiter">: </span><span class="description">negative binomial distribution variance.</span> </div> <!-- </toc> --> The namespace contains a constructor function for creating a [negative binomial][negative-binomial-distribution] distribution object. <!-- <toc pattern="*ctor*"> --> <div class="namespace-toc"> - <span class="signature">[`NegativeBinomial( [r, p] )`][@stdlib/stats/base/dists/negative-binomial/ctor]</span><span class="delimiter">: </span><span class="description">negative binomial distribution constructor.</span> </div> <!-- </toc> --> ```javascript var NegativeBinomial = require( '@stdlib/stats/base/dists/negative-binomial' ).NegativeBinomial; var dist = new NegativeBinomial( 4.0, 0.2 ); var y = dist.pmf( 4.0 ); // returns ~0.023 ``` </section> <!-- /.usage --> <section class="examples"> ## Examples <!-- TODO: better examples --> <!-- eslint no-undef: "error" --> ```javascript var negativeBinomial = require( '@stdlib/stats/base/dists/negative-binomial' ); /* * Let's take an example of flipping a biased coin until getting 5 heads. * This situation can be modeled using a Negative Binomial distribution with r = 5 and p = 1/2. */ var r = 5.0; var p = 1/2; // Mean can be used to calculate the average number of trials needed to get 5 heads: console.log( negativeBinomial.mean( r, p ) ); // => 5 // PMF can be used to calculate the probability of getting heads on a specific trial (say on the 8th trial): console.log( negativeBinomial.pmf( 8, r, p ) ); // => ~0.06 // CDF can be used to calculate the probability up to a certain number of trials (say up to 8 trials): console.log( negativeBinomial.cdf( 8, r, p ) ); // => ~0.867 // Quantile can be used to calculate the number of trials at which you can be 80% confident that the actual number will not exceed: console.log( negativeBinomial.quantile( 0.8, r, p ) ); // => 7 // Standard deviation can be used to calculate the measure of the spread of trials around the mean: console.log( negativeBinomial.stdev( r, p ) ); // => ~3.162 // Skewness can be used to calculate the asymmetry of the distribution of trials: console.log( negativeBinomial.skewness( r, p ) ); // => ~0.949 // MGF can be used for more advanced statistical analyses and generating moments of the distribution: console.log( negativeBinomial.mgf( 0.5, r, p ) ); // => ~2277.597 ``` </section> <!-- /.examples --> <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> <section class="related"> </section> <!-- /.related --> <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="links"> [negative-binomial-distribution]: https://en.wikipedia.org/wiki/Negative_binomial_distribution <!-- <toc-links> --> [@stdlib/stats/base/dists/negative-binomial/ctor]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/ctor [@stdlib/stats/base/dists/negative-binomial/kurtosis]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/kurtosis [@stdlib/stats/base/dists/negative-binomial/mean]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/mean [@stdlib/stats/base/dists/negative-binomial/mode]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/mode [@stdlib/stats/base/dists/negative-binomial/skewness]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/skewness [@stdlib/stats/base/dists/negative-binomial/stdev]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/stdev [@stdlib/stats/base/dists/negative-binomial/variance]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/variance [@stdlib/stats/base/dists/negative-binomial/cdf]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/cdf [@stdlib/stats/base/dists/negative-binomial/logpmf]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/logpmf [@stdlib/stats/base/dists/negative-binomial/mgf]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/mgf [@stdlib/stats/base/dists/negative-binomial/pmf]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/pmf [@stdlib/stats/base/dists/negative-binomial/quantile]: https://github.com/stdlib-js/stats/tree/main/base/dists/negative-binomial/quantile <!-- </toc-links> --> </section> <!-- /.links -->