@stdlib/stats
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Standard library statistical functions.
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{{alias}}( [μ, σ] )
Returns a normal distribution object.
Parameters
----------
μ: number (optional)
Mean parameter. Default: `0.0`.
σ: number (optional)
Standard deviation. Must be greater than `0`. Default: `1.0`.
Returns
-------
normal: Object
Distribution instance.
normal.mu: number
Mean parameter.
normal.sigma: number
Standard deviation. If set, the value must be greater than `0`.
normal.entropy: number
Read-only property which returns the differential entropy.
normal.kurtosis: number
Read-only property which returns the excess kurtosis.
normal.mean: number
Read-only property which returns the expected value.
normal.median: number
Read-only property which returns the median.
normal.mode: number
Read-only property which returns the mode.
normal.skewness: number
Read-only property which returns the skewness.
normal.stdev: number
Read-only property which returns the standard deviation.
normal.variance: number
Read-only property which returns the variance.
normal.cdf: Function
Evaluates the cumulative distribution function (CDF).
normal.logcdf: Function
Evaluates the natural logarithm of the cumulative distribution function
(CDF).
normal.logpdf: Function
Evaluates the natural logarithm of the probability density function
(PDF).
normal.mgf: Function
Evaluates the moment-generating function (MGF).
normal.pdf: Function
Evaluates the probability density function (PDF).
normal.quantile: Function
Evaluates the quantile function at probability `p`.
Examples
--------
> var normal = {{alias}}( -2.0, 3.0 );
> normal.mu
-2.0
> normal.sigma
3.0
> normal.entropy
~2.518
> normal.kurtosis
0.0
> normal.mean
-2.0
> normal.median
-2.0
> normal.mode
-2.0
> normal.skewness
0.0
> normal.stdev
3.0
> normal.variance
9.0
> normal.cdf( 0.8 )
~0.825
> normal.logcdf( 0.8 )
~-0.193
> normal.logpdf( 2.0 )
~-2.9
> normal.mgf( 0.2 )
~0.803
> normal.pdf( 2.0 )
~0.055
> normal.quantile( 0.9 )
~1.845
See Also
--------