README.md (3819B)
1 <!-- 2 3 @license Apache-2.0 4 5 Copyright (c) 2018 The Stdlib Authors. 6 7 Licensed under the Apache License, Version 2.0 (the "License"); 8 you may not use this file except in compliance with the License. 9 You may obtain a copy of the License at 10 11 http://www.apache.org/licenses/LICENSE-2.0 12 13 Unless required by applicable law or agreed to in writing, software 14 distributed under the License is distributed on an "AS IS" BASIS, 15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 16 See the License for the specific language governing permissions and 17 limitations under the License. 18 19 --> 20 21 # Moment-Generating Function 22 23 > [Degenerate][degenerate] distribution moment-generating function (MGF). 24 25 <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> 26 27 <section class="intro"> 28 29 The [moment-generating function][mgf] for a [degenerate][degenerate] random variable is 30 31 <!-- <equation class="equation" label="eq:degenerate_mgf" align="center" raw="M_X(t) := e^{\mu t}" alt="Moment-generating function (MGF) of a degenerate distribution."> --> 32 33 <div class="equation" align="center" data-raw-text="M_X(t) := e^{\mu t}" data-equation="eq:degenerate_mgf"> 34 <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/degenerate/mgf/docs/img/equation_degenerate_mgf.svg" alt="Moment-generating function (MGF) of a degenerate distribution."> 35 <br> 36 </div> 37 38 <!-- </equation> --> 39 40 where `mu` is the distribution mean. 41 42 </section> 43 44 <!-- /.intro --> 45 46 <!-- Package usage documentation. --> 47 48 <section class="usage"> 49 50 ## Usage 51 52 ```javascript 53 var mgf = require( '@stdlib/stats/base/dists/degenerate/mgf' ); 54 ``` 55 56 #### mgf( t, mu ) 57 58 Evaluates the moment-generating function ([MGF][mgf]) of a [degenerate][degenerate] distribution with parameter `mu` (mean). 59 60 ```javascript 61 var y = mgf( 1.0, 1.0 ); 62 // returns ~2.718 63 64 y = mgf( 2.0, 3.0 ); 65 // returns ~403.429 66 ``` 67 68 If provided `NaN` for any argument, the function returns `NaN`. 69 70 ```javascript 71 var y = mgf( NaN, 0.0 ); 72 // returns NaN 73 74 y = mgf( 0.0, NaN ); 75 // returns NaN 76 ``` 77 78 #### mgf.factory( mu ) 79 80 Returns a function for evaluating the [moment-generating function][mgf] of a [degenerate][degenerate] distribution with parameter `mu` (mean). 81 82 ```javascript 83 var mymgf = mgf.factory( 10.0 ); 84 85 var y = mymgf( 0.1 ); 86 // returns ~2.718 87 ``` 88 89 </section> 90 91 <!-- /.usage --> 92 93 <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 94 95 <section class="notes"> 96 97 </section> 98 99 <!-- /.notes --> 100 101 <!-- Package usage examples. --> 102 103 <section class="examples"> 104 105 ## Examples 106 107 <!-- eslint no-undef: "error" --> 108 109 ```javascript 110 var randu = require( '@stdlib/random/base/randu' ); 111 var round = require( '@stdlib/math/base/special/round' ); 112 var mgf = require( '@stdlib/stats/base/dists/degenerate/mgf' ); 113 114 var mu; 115 var t; 116 var y; 117 var i; 118 119 for ( i = 0; i < 100; i++ ) { 120 t = round( randu()*5.0 ); 121 mu = round( randu()*5.0 ); 122 y = mgf( t, mu ); 123 console.log( 'x: %d, µ: %d, M_X(t;µ): %d', t, mu, y ); 124 } 125 ``` 126 127 </section> 128 129 <!-- /.examples --> 130 131 <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 132 133 <section class="references"> 134 135 </section> 136 137 <!-- /.references --> 138 139 <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 140 141 <section class="links"> 142 143 [degenerate]: https://en.wikipedia.org/wiki/Degenerate_distribution 144 145 [mgf]: https://en.wikipedia.org/wiki/Moment-generating_function 146 147 </section> 148 149 <!-- /.links -->