gaussian
A JavaScript model of the Normal
(or Gaussian) distribution.
API
Creating a Distribution
var gaussian = require('gaussian');
var distribution = gaussian(mean, variance);
Properties
mean
: the mean (μ) of the distributionvariance
: the variance (σ^2) of the distributionstandardDeviation
: the standard deviation (σ) of the distribution
Probability Functions
pdf(x)
: the probability density function, which describes the probability
of a random variable taking on the value xcdf(x)
: the cumulative distribution function, which describes the
probability of a random variable falling in the interval (−∞, x]ppf(x)
: the percent point function, the inverse of cdf
Combination Functions
mul(d)
: returns the product distribution of this and the given distributiondiv(d)
: returns the quotient distribution of this and the given distribution