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@stdlib/stats-base-dists-chisquare-variance

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@stdlib/stats-base-dists-chisquare-variance

Chi-squared distribution variance.


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About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

Variance

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Chi-squared distribution variance.

The variance for a chi-squared random variable is

Variance for a chi-squared distribution.

where k >= 0 is the degrees of freedom.

Installation

npm install @stdlib/stats-base-dists-chisquare-variance

Usage

var variance = require( '@stdlib/stats-base-dists-chisquare-variance' );
variance( k )

Returns the variance of a chi-squared distribution with degrees of freedom k.

var v = variance( 9.0 );
// returns 18.0

v = variance( 0.5 );
// returns 1.0

If provided k < 0, the function returns NaN.

var v = variance( -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var variance = require( '@stdlib/stats-base-dists-chisquare-variance' );

var k;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    k = randu() * 20.0;
    v = variance( k );
    console.log( 'k: %d, Var(X,k): %d', k.toFixed( 4 ), v.toFixed( 4 ) );
}

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

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License

See LICENSE.

Copyright © 2016-2024. The Stdlib Authors.

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Package last updated on 22 Feb 2024

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