README.md (4399B)
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 # Standard Deviation 22 23 > [Weibull][weibull-distribution] distribution [standard deviation][standard-deviation]. 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 [standard deviation][standard-deviation] for a [Weibull][weibull-distribution] random variable is 30 31 <!-- <equation class="equation" label="eq:weibull_stdev" align="center" raw="\sigma = \lambda \sqrt{\Gamma\left(1+\frac{2}{k}\right) - \left(\Gamma\left(1+\frac{1}{k}\right)\right)^2}" alt="Standard deviation for a Weibull distribution."> --> 32 33 <div class="equation" align="center" data-raw-text="\sigma = \lambda \sqrt{\Gamma\left(1+\frac{2}{k}\right) - \left(\Gamma\left(1+\frac{1}{k}\right)\right)^2}" data-equation="eq:weibull_stdev"> 34 <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@591cf9d5c3a0cd3c1ceec961e5c49d73a68374cb/lib/node_modules/@stdlib/stats/base/dists/weibull/stdev/docs/img/equation_weibull_stdev.svg" alt="Standard deviation for a Weibull distribution."> 35 <br> 36 </div> 37 38 <!-- </equation> --> 39 40 where `λ > 0` is the [shape parameter][shape], `k > 0` is the [scale parameter][scale], and `Γ` denotes the gamma function. 41 42 </section> 43 44 <!-- /.intro --> 45 46 <!-- Package usage documentation. --> 47 48 <section class="usage"> 49 50 ## Usage 51 52 ```javascript 53 var stdev = require( '@stdlib/stats/base/dists/weibull/stdev' ); 54 ``` 55 56 #### stdev( k, lambda ) 57 58 Returns the [standard deviation][standard-deviation] of a [Weibull][weibull-distribution] distribution with parameters `k` (shape parameter) and `lambda` (scale parameter). 59 60 ```javascript 61 var v = stdev( 1.0, 1.0 ); 62 // returns 1.0 63 64 v = stdev( 4.0, 12.0 ); 65 // returns ~3.051 66 67 v = stdev( 8.0, 2.0 ); 68 // returns ~0.279 69 ``` 70 71 If provided `NaN` as any argument, the function returns `NaN`. 72 73 ```javascript 74 var v = stdev( NaN, 2.0 ); 75 // returns NaN 76 77 v = stdev( 2.0, NaN ); 78 // returns NaN 79 ``` 80 81 If provided `k <= 0`, the function returns `NaN`. 82 83 ```javascript 84 var v = stdev( 0.0, 1.0 ); 85 // returns NaN 86 87 v = stdev( -1.0, 1.0 ); 88 // returns NaN 89 ``` 90 91 If provided `lambda <= 0`, the function returns `NaN`. 92 93 ```javascript 94 var v = stdev( 1.0, 0.0 ); 95 // returns NaN 96 97 v = stdev( 1.0, -1.0 ); 98 // returns NaN 99 ``` 100 101 </section> 102 103 <!-- /.usage --> 104 105 <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 106 107 <section class="notes"> 108 109 </section> 110 111 <!-- /.notes --> 112 113 <!-- Package usage examples. --> 114 115 <section class="examples"> 116 117 ## Examples 118 119 <!-- eslint no-undef: "error" --> 120 121 ```javascript 122 var randu = require( '@stdlib/random/base/randu' ); 123 var EPS = require( '@stdlib/constants/float64/eps' ); 124 var stdev = require( '@stdlib/stats/base/dists/weibull/stdev' ); 125 126 var lambda; 127 var k; 128 var v; 129 var i; 130 131 for ( i = 0; i < 10; i++ ) { 132 k = ( randu()*10.0 ) + EPS; 133 lambda = ( randu()*10.0 ) + EPS; 134 v = stdev( k, lambda ); 135 console.log( 'k: %d, λ: %d, SD(X;k,λ): %d', k.toFixed( 4 ), lambda.toFixed( 4 ), v.toFixed( 4 ) ); 136 } 137 ``` 138 139 </section> 140 141 <!-- /.examples --> 142 143 <!-- 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. --> 144 145 <section class="references"> 146 147 </section> 148 149 <!-- /.references --> 150 151 <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> 152 153 <section class="links"> 154 155 [weibull-distribution]: https://en.wikipedia.org/wiki/Weibull_distribution 156 157 [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation 158 159 [shape]: https://en.wikipedia.org/wiki/Shape_parameter 160 161 [scale]: https://en.wikipedia.org/wiki/Scale_parameter 162 163 </section> 164 165 <!-- /.links -->