README.md (3781B)
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 # Cumulative Distribution Function 22 23 > [Rayleigh][rayleigh-distribution] distribution [cumulative distribution function][cdf]. 24 25 <section class="intro"> 26 27 The [cumulative distribution function][cdf] for a [Rayleigh][rayleigh-distribution] random variable is 28 29 <!-- <equation class="equation" label="eq:rayleigh_cdf" align="center" raw="F(x;\sigma) = \begin{cases} 0 & \text{ for } x < 0 \\ 1 - e^{-x^2/2\sigma^2} & \text{ for } x \ge 0 \end{cases}" alt="Cumulative distribution function for a Rayleigh distribution."> --> 30 31 <div class="equation" align="center" data-raw-text="F(x;\sigma) = \begin{cases} 0 & \text{ for } x < 0 \\ 1 - e^{-x^2/2\sigma^2} & \text{ for } x \ge 0 \end{cases}" data-equation="eq:rayleigh_cdf"> 32 <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/docs/img/equation_rayleigh_cdf.svg" alt="Cumulative distribution function for a Rayleigh distribution."> 33 <br> 34 </div> 35 36 <!-- </equation> --> 37 38 where `sigma > 0` is the scale parameter. 39 40 </section> 41 42 <!-- /.intro --> 43 44 <section class="usage"> 45 46 ## Usage 47 48 ```javascript 49 var cdf = require( '@stdlib/stats/base/dists/rayleigh/cdf' ); 50 ``` 51 52 #### cdf( x, sigma ) 53 54 Evaluates the [cumulative distribution function][cdf] for a [Rayleigh][rayleigh-distribution] distribution with scale parameter `sigma`. 55 56 ```javascript 57 var y = cdf( 2.0, 3.0 ); 58 // returns ~0.199 59 60 y = cdf( 1.0, 2.0 ); 61 // returns ~0.118 62 63 y = cdf( -1.0, 4.0 ); 64 // returns 0.0 65 ``` 66 67 If provided `NaN` as any argument, the function returns `NaN`. 68 69 ```javascript 70 var y = cdf( NaN, 1.0 ); 71 // returns NaN 72 73 y = cdf( 0.0, NaN ); 74 // returns NaN 75 ``` 76 77 If provided `sigma < 0`, the function returns `NaN`. 78 79 ```javascript 80 var y = cdf( 2.0, -1.0 ); 81 // returns NaN 82 ``` 83 84 If provided `sigma = 0`, the function evaluates the [CDF][cdf] of a [degenerate distribution][degenerate-distribution] centered at `0`. 85 86 ```javascript 87 var y = cdf( -2.0, 0.0 ); 88 // returns 0.0 89 90 y = cdf( 0.0, 0.0 ); 91 // returns 1.0 92 93 y = cdf( 2.0, 0.0 ); 94 // returns 1.0 95 ``` 96 97 #### cdf.factory( sigma ) 98 99 Returns a function for evaluating the [cumulative distribution function][cdf] of a [Rayleigh][rayleigh-distribution] distribution with parameter `sigma` (scale parameter). 100 101 ```javascript 102 var myCDF = cdf.factory( 0.5 ); 103 y = myCDF( 1.0 ); 104 // returns ~0.865 105 106 y = myCDF( 0.5 ); 107 // returns ~0.393 108 ``` 109 110 </section> 111 112 <!-- /.usage --> 113 114 <section class="examples"> 115 116 ## Examples 117 118 <!-- eslint no-undef: "error" --> 119 120 ```javascript 121 var randu = require( '@stdlib/random/base/randu' ); 122 var cdf = require( '@stdlib/stats/base/dists/rayleigh/cdf' ); 123 124 var sigma; 125 var x; 126 var y; 127 var i; 128 129 for ( i = 0; i < 10; i++ ) { 130 x = randu() * 10.0; 131 sigma = randu() * 10.0; 132 y = cdf( x, sigma ); 133 console.log( 'x: %d, σ: %d, F(x;σ): %d', x.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) ); 134 } 135 ``` 136 137 </section> 138 139 <!-- /.examples --> 140 141 <section class="links"> 142 143 [degenerate-distribution]: https://en.wikipedia.org/wiki/Degenerate_distribution 144 145 [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function 146 147 [rayleigh-distribution]: https://en.wikipedia.org/wiki/Rayleigh_distribution 148 149 </section> 150 151 <!-- /.links -->