variance.js (1948B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' ); 24 var PINF = require( '@stdlib/constants/float64/pinf' ); 25 26 27 // MAIN // 28 29 /** 30 * Returns the variance of a hypergeometric distribution. 31 * 32 * @param {NonNegativeInteger} N - population size 33 * @param {NonNegativeInteger} K - subpopulation size 34 * @param {NonNegativeInteger} n - number of draws 35 * @returns {NonNegativeNumber} variance 36 * 37 * @example 38 * var v = variance( 16, 11, 4 ); 39 * // returns ~0.688 40 * 41 * @example 42 * var v = variance( 2, 1, 1 ); 43 * // returns 0.25 44 * 45 * @example 46 * var v = variance( 10, 5, 12 ); 47 * // returns NaN 48 * 49 * @example 50 * var v = variance( 10.3, 10, 4 ); 51 * // returns NaN 52 * 53 * @example 54 * var v = variance( 10, 5.5, 4 ); 55 * // returns NaN 56 * 57 * @example 58 * var v = variance( 10, 5, 4.5 ); 59 * // returns NaN 60 * 61 * @example 62 * var v = variance( NaN, 10, 4 ); 63 * // returns NaN 64 * 65 * @example 66 * var v = variance( 20, NaN, 4 ); 67 * // returns NaN 68 * 69 * @example 70 * var v = variance( 20, 10, NaN ); 71 * // returns NaN 72 */ 73 function variance( N, K, n ) { 74 if ( 75 !isNonNegativeInteger( N ) || 76 !isNonNegativeInteger( K ) || 77 !isNonNegativeInteger( n ) || 78 N === PINF || 79 K === PINF || 80 K > N || 81 n > N 82 ) { 83 return NaN; 84 } 85 return n * ( K/N ) * ( (N-K)/N ) * ( (N-n)/(N-1) ); 86 } 87 88 89 // EXPORTS // 90 91 module.exports = variance;