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@stdlib/stats

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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 constructor. <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> <section class="intro"> </section> <!-- /.intro --> <!-- Package usage documentation. --> <section class="usage"> ## Usage ```javascript var NegativeBinomial = require( '@stdlib/stats/base/dists/negative-binomial/ctor' ); ``` #### NegativeBinomial( \[r, p] ) Returns a [negative binomial][negative-binomial-distribution] distribution object. ```javascript var nbinomial = new NegativeBinomial(); var mu = nbinomial.mean; // returns 1.0 ``` By default, `r = 1.0` and `p = 0.5`. To create a distribution having a different `r` (number of trials until experiment is stopped) and `p` (success probability), provide the corresponding arguments. ```javascript var nbinomial = new NegativeBinomial( 4.0, 0.2 ); var mu = nbinomial.mean; // returns 16.0 ``` * * * ## nbinomial A [negative binomial][negative-binomial-distribution] distribution object has the following properties and methods... ### Writable Properties #### nbinomial.r Number of trials of the distribution. `r` **must** be a positive number. ```javascript var nbinomial = new NegativeBinomial(); var r = nbinomial.r; // returns 1.0 nbinomial.r = 4.5; r = nbinomial.r; // returns 4.5 ``` #### nbinomial.p Success probability of the distribution. `p` **must** be a number between 0 and 1. ```javascript var nbinomial = new NegativeBinomial( 4.0, 0.2 ); var p = nbinomial.p; // returns 0.2 nbinomial.p = 0.7; p = nbinomial.p; // returns 0.7 ``` * * * ### Computed Properties #### NegativeBinomial.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var nbinomial = new NegativeBinomial( 12.0, 0.4 ); var kurtosis = nbinomial.kurtosis; // returns ~0.522 ``` #### NegativeBinomial.prototype.mean Returns the [expected value][expected-value]. ```javascript var nbinomial = new NegativeBinomial( 12.0, 0.4 ); var mu = nbinomial.mean; // returns ~18.0 ``` #### NegativeBinomial.prototype.mode Returns the [mode][mode]. ```javascript var nbinomial = new NegativeBinomial( 12.0, 0.4 ); var mode = nbinomial.mode; // returns 16.0 ``` #### NegativeBinomial.prototype.skewness Returns the [skewness][skewness]. ```javascript var nbinomial = new NegativeBinomial( 12.0, 0.4 ); var skewness = nbinomial.skewness; // returns ~0.596 ``` #### NegativeBinomial.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var nbinomial = new NegativeBinomial( 12.0, 0.4 ); var s = nbinomial.stdev; // returns ~6.708 ``` #### NegativeBinomial.prototype.variance Returns the [variance][variance]. ```javascript var nbinomial = new NegativeBinomial( 12.0, 0.4 ); var s2 = nbinomial.variance; // returns ~45.0 ``` * * * ### Methods #### NegativeBinomial.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var nbinomial = new NegativeBinomial( 4.0, 0.2 ); var y = nbinomial.cdf( 3.5 ); // returns ~0.033 ``` #### NegativeBinomial.prototype.logpmf( x ) Evaluates the natural logarithm of the [probability mass function][pmf] (PMF). ```javascript var nbinomial = new NegativeBinomial( 4.0, 0.2 ); var y = nbinomial.logpmf( 4.0 ); // returns ~-3.775 ``` #### NegativeBinomial.prototype.mgf( t ) Evaluates the [moment-generating function][mgf] (MGF). ```javascript var nbinomial = new NegativeBinomial( 4.0, 0.2 ); var y = nbinomial.mgf( 0.1 ); // returns ~1.66 ``` #### NegativeBinomial.prototype.pmf( x ) Evaluates the [probability mass function][pmf] (PMF). ```javascript var nbinomial = new NegativeBinomial( 4.0, 0.2 ); var y = nbinomial.pmf( 4.0 ); // returns ~0.023 ``` #### NegativeBinomial.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var nbinomial = new NegativeBinomial( 4.0, 0.2 ); var y = nbinomial.quantile( 0.5 ); // returns 15.0 y = nbinomial.quantile( 1.9 ); // returns NaN ``` </section> <!-- /.usage --> <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="notes"> </section> <!-- /.notes --> <!-- Package usage examples. --> * * * <section class="examples"> ## Examples <!-- eslint no-undef: "error" --> ```javascript var NegativeBinomial = require( '@stdlib/stats/base/dists/negative-binomial/ctor' ); var nbinomial = new NegativeBinomial( 10.0, 0.4 ); var mu = nbinomial.mean; // returns 15.0 var mode = nbinomial.mode; // returns 13.0 var s2 = nbinomial.variance; // returns ~37.5 var y = nbinomial.cdf( 8.0 ); // returns ~0.135 ``` </section> <!-- /.examples --> <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="references"> </section> <!-- /.references --> <!-- 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 [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function [mgf]: https://en.wikipedia.org/wiki/Moment-generating_function [pmf]: https://en.wikipedia.org/wiki/Probability_mass_function [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function [expected-value]: https://en.wikipedia.org/wiki/Expected_value [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29 [skewness]: https://en.wikipedia.org/wiki/Skewness [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation [variance]: https://en.wikipedia.org/wiki/Variance </section> <!-- /.links -->