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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. */ 'use strict'; // MODULES // var isnan = require( '@stdlib/math/base/assert/is-nan' ); var variance = require( './../../../../../base/dists/weibull/variance' ); var gamma = require( '@stdlib/math/base/special/gamma' ); var sqrt = require( '@stdlib/math/base/special/sqrt' ); var mean = require( './../../../../../base/dists/weibull/mean' ); var pow = require( '@stdlib/math/base/special/pow' ); // MAIN // /** * Returns the skewness of a Weibull distribution. * * @param {PositiveNumber} k - shape parameter * @param {PositiveNumber} lambda - scale parameter * @returns {number} skewness * * @example * var v = skewness( 1.0, 1.0 ); * // returns 2.0 * * @example * var v = skewness( 4.0, 12.0 ); * // returns ~-0.087 * * @example * var v = skewness( 8.0, 2.0 ); * // returns ~-0.534 * * @example * var v = skewness( 1.0, -0.1 ); * // returns NaN * * @example * var v = skewness( -0.1, 1.0 ); * // returns NaN * * @example * var v = skewness( 2.0, NaN ); * // returns NaN * * @example * var v = skewness( NaN, 2.0 ); * // returns NaN */ function skewness( k, lambda ) { var sigma2; var sigma; var out; var mu; if ( isnan( k ) || isnan( lambda ) || k <= 0.0 || lambda <= 0.0 ) { return NaN; } mu = mean( k, lambda ); sigma2 = variance( k, lambda ); sigma = sqrt( sigma2 ); out = gamma( 1.0 + ( 3.0/k ) ) * pow( lambda, 3.0 ); out -= ( 3.0*mu*sigma2 ) + pow( mu, 3.0 ); out /= pow( sigma, 3.0 ); return out; } // EXPORTS // module.exports = skewness;