@stdlib/stats/base/dists/negative-binomial/mgf/README.md

Standard library statistical functions.

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# Moment-Generating Function

> [Negative binomial][negative-binomial-distribution] distribution moment-generating function (MGF).

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The [moment-generating function][mgf] for a [negative binomial][negative-binomial-distribution] random variable is

<!-- <equation class="equation" label="eq:negative_binomial_mgf_function" align="center" raw="M_X(t) := \mathbb{E}\!\left[e^{tX}\right] =  \biggl(\frac{\left( 1- p \right) e^t }{1 - p e^t}\biggr)^{\!r} \text{ for }t<-\log p" alt="Moment-generating function (MGF) for a negative binomial distribution."> -->

<div class="equation" align="center" data-raw-text="M_X(t) := \mathbb{E}\!\left[e^{tX}\right] =  \biggl(\frac{\left( 1- p \right) e^t }{1 - p e^t}\biggr)^{\!r} \text{ for }t&lt;-\log p" data-equation="eq:negative_binomial_mgf_function">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@591cf9d5c3a0cd3c1ceec961e5c49d73a68374cb/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/mgf/docs/img/equation_negative_binomial_mgf_function.svg" alt="Moment-generating function (MGF) for a negative binomial distribution.">
    <br>
</div>

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where `r > 0` is the number of failures until the experiment is stopped and `0 <= p <= 1` is the success probability.

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## Usage

```javascript
var mgf = require( '@stdlib/stats/base/dists/negative-binomial/mgf' );
```

#### mgf( t, r, p )

Evaluates the [moment-generating function][mgf] for a [negative binomial][negative-binomial-distribution] distribution with number of successes until experiment is stopped `r` and success probability `p`.

```javascript
var y = mgf( 0.05, 20.0, 0.8 );
// returns ~267.839

y = mgf( 0.1, 20.0, 0.1 );
// returns ~9.347
```

While `r` can be interpreted as the number of successes until the experiment is stopped, the [negative binomial][negative-binomial-distribution] distribution is also defined for non-integers `r`. In this case, `r` denotes shape parameter of the [gamma mixing distribution][negative-binomial-mixture-representation].

```javascript
var y = mgf( 0.1, 15.5, 0.5 );
// returns ~26.375

y = mgf( 0.5, 7.4, 0.4 );
// returns ~2675.677
```

If `t >= -ln( p )`, the function returns `NaN`.

```javascript
var y = mgf( 0.7, 15.5, 0.5 ); // -ln( p ) = ~0.693
// returns NaN
```

If provided a `r` which is not a positive number, the function returns `NaN`.

```javascript
var y = mgf( 0.2, 0.0, 0.5 );
// returns NaN

y = mgf( 0.2, -2.0, 0.5 );
// returns NaN
```

If provided `NaN` as any argument, the function returns `NaN`.

```javascript
var y = mgf( NaN, 20.0, 0.5 );
// returns NaN

y = mgf( 0.0, NaN, 0.5 );
// returns NaN

y = mgf( 0.0, 20.0, NaN );
// returns NaN
```

If provided a success probability `p` outside of `[0,1]`, the function returns `NaN`.

```javascript
var y = mgf( 0.2, 20, -1.0 );
// returns NaN

y = mgf( 0.2, 20, 1.5 );
// returns NaN
```

#### mgf.factory( r, p )

Returns a function for evaluating the [moment-generating function][mgf] of  a [negative binomial][negative-binomial-distribution] distribution with number of successes until experiment is stopped `r` and success probability `p`.

```javascript
var myMGF = mgf.factory( 4.3, 0.4 );
var y = myMGF( 0.2 );
// returns ~4.696

y = myMGF( 0.4 );
// returns ~30.83
```

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## Examples

<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var mgf = require( '@stdlib/stats/base/dists/negative-binomial/mgf' );

var p;
var r;
var t;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    t = (randu() * 1.0) - 0.5;
    r = randu() * 50;
    p = randu();
    y = mgf( t, r, p );
    console.log( 't: %d, r: %d, p: %d, M_X(t;r,p): %d', t, r.toFixed( 4 ), p.toFixed( 4 ), y.toFixed( 4 ) );
}
```

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[mgf]: https://en.wikipedia.org/wiki/Moment-generating_function

[negative-binomial-mixture-representation]: https://en.wikipedia.org/wiki/Negative_binomial_distribution#Gamma.E2.80.93Poisson_mixture

[negative-binomial-distribution]: https://en.wikipedia.org/wiki/Negative_binomial_distribution

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