@stdlib/stats-base-dists-chi-pdf
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    0.0.5 • Public • Published

    Probability Density Function

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    Chi distribution probability density function (PDF).

    The probability density function (PDF) for a chi random variable is

    Probability density function (PDF) for a chi distribution.

    where k is the degrees of freedom and Γ denotes the gamma function.

    Installation

    npm install @stdlib/stats-base-dists-chi-pdf

    Usage

    var pdf = require( '@stdlib/stats-base-dists-chi-pdf' );

    pdf( x, k )

    Evaluates the probability density function (PDF) for a chi distribution with degrees of freedom k.

    var y = pdf( 0.1, 1.0 );
    // returns ~0.794
    
    y = pdf( 0.5, 2.0 );
    // returns ~0.441
    
    y = pdf( -1.0, 4.0 );
    // returns 0.0

    If provided NaN as any argument, the function returns NaN.

    var y = pdf( NaN, 1.0 );
    // returns NaN
    
    y = pdf( 0.0, NaN );
    // returns NaN

    If provided k < 0, the function returns NaN.

    var y = pdf( 2.0, -2.0 );
    // returns NaN

    If provided k = 0, the function evaluates the PDF of a degenerate distribution centered at 0.

    var y = pdf( 2.0, 0.0 );
    // returns 0.0
    
    y = pdf( 0.0, 0.0 );
    // returns Infinity

    pdf.factory( k )

    Returns a function for evaluating the PDF for a chi distribution with degrees of freedom k.

    var myPDF = pdf.factory( 6.0 );
    
    var y = myPDF( 3.0 );
    // returns ~0.337
    
    y = myPDF( 1.0 );
    // returns ~0.076

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var pdf = require( '@stdlib/stats-base-dists-chi-pdf' );
    
    var k;
    var x;
    var y;
    var i;
    
    for ( i = 0; i < 20; i++ ) {
        x = randu() * 10.0;
        k = randu() * 10.0;
        y = pdf( x, k );
        console.log( 'x: %d, k: %d, f(x;k): %d', x.toFixed( 4 ), k.toFixed( 4 ), y.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

    Copyright © 2016-2021. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-chi-pdf

    Homepage

    stdlib.io

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    13

    Version

    0.0.5

    License

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    Unpacked Size

    52.5 kB

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    Collaborators

    • stdlib-bot
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    • planeshifter
    • rreusser