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Normal
Normal distribution constructor.
Installation
npm install @stdlib/stats-base-dists-normal-ctorUsage
var Normal = require( '@stdlib/stats-base-dists-normal-ctor' );Normal( [mu, sigma] )
Returns a normal distribution object.
var normal = new Normal();
var mu = normal.mean;
// returns 0.0By default, mu = 0.0 and sigma = 1.0. To create a distribution having a different mu (mean parameter) and sigma (standard deviation), provide the corresponding arguments.
var normal = new Normal( 2.0, 4.0 );
var mu = normal.mean;
// returns 2.0normal
A normal distribution object has the following properties and methods...
Writable Properties
normal.mu
Mean parameter of the distribution.
var normal = new Normal();
var mu = normal.mu;
// returns 0.0
normal.mu = 3.0;
mu = normal.mu;
// returns 3.0normal.sigma
Standard deviation of the distribution. sigma must be a positive number.
var normal = new Normal( 2.0, 4.0 );
var sigma = normal.sigma;
// returns 4.0
normal.sigma = 3.0;
sigma = normal.sigma;
// returns 3.0Computed Properties
Normal.prototype.entropy
Returns the differential entropy.
var normal = new Normal( 4.0, 12.0 );
var entropy = normal.entropy;
// returns ~3.904Normal.prototype.kurtosis
Returns the excess kurtosis.
var normal = new Normal( 4.0, 12.0 );
var kurtosis = normal.kurtosis;
// returns 0.0Normal.prototype.mean
Returns the expected value.
var normal = new Normal( 4.0, 12.0 );
var mu = normal.mean;
// returns 4.0Normal.prototype.median
Returns the median.
var normal = new Normal( 4.0, 12.0 );
var median = normal.median;
// returns 4.0Normal.prototype.mode
Returns the mode.
var normal = new Normal( 4.0, 12.0 );
var mode = normal.mode;
// returns 4.0Normal.prototype.skewness
Returns the skewness.
var normal = new Normal( 4.0, 12.0 );
var skewness = normal.skewness;
// returns 0.0Normal.prototype.stdev
Returns the standard deviation.
var normal = new Normal( 4.0, 12.0 );
var s = normal.stdev;
// returns 12.0Normal.prototype.variance
Returns the variance.
var normal = new Normal( 4.0, 12.0 );
var s2 = normal.variance;
// returns 144.0Methods
Normal.prototype.cdf( x )
Evaluates the cumulative distribution function (CDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.cdf( 0.5 );
// returns ~0.354Normal.prototype.logcdf( x )
Evaluates the natural logarithm of the cumulative distribution function (CDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.logcdf( 0.5 );
// returns ~-1.039Normal.prototype.logpdf( x )
Evaluates the natural logarithm of the probability density function (PDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.logpdf( 2.0 );
// returns ~-2.305Normal.prototype.mgf( t )
Evaluates the moment-generating function (MGF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.mgf( 0.2 );
// returns ~2.054Normal.prototype.pdf( x )
Evaluates the probability density function (PDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.pdf( 2.0 );
// returns ~0.1Normal.prototype.quantile( p )
Evaluates the quantile function at probability p.
var normal = new Normal( 2.0, 4.0 );
var y = normal.quantile( 0.5 );
// returns 2.0
y = normal.quantile( 1.9 );
// returns NaNExamples
var Normal = require( '@stdlib/stats-base-dists-normal-ctor' );
var normal = new Normal( 2.0, 4.0 );
var mean = normal.mean;
// returns 2.0
var median = normal.median;
// returns 2.0
var s2 = normal.variance;
// returns 16.0
var y = normal.cdf( 0.8 );
// returns ~0.382Notice
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.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.