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README.md |
Logarithm of Cumulative Distribution Function
Geometric distribution logarithm of cumulative distribution function.
The cumulative distribution function for a geometric random variable is
where 0 <= p <= 1
is the success probability. x
denotes the number of failures before the first success.
Usage
var logcdf = require( '@stdlib/stats/base/dists/geometric/logcdf' );
logcdf( x, p )
Evaluates the logarithm of the cumulative distribution function for a geometric distribution with success probability p
.
var y = logcdf( 2.0, 0.5 );
// returns ~-0.134
y = logcdf( 2.0, 0.1 );
// returns ~-1.306
If provided NaN
as any argument, the function returns NaN
.
var y = logcdf( NaN, 0.5 );
// returns NaN
y = logcdf( 0.0, NaN );
// returns NaN
If provided a success probability p
outside of [0,1]
, the function returns NaN
.
var y = logcdf( 2.0, -1.0 );
// returns NaN
y = logcdf( 2.0, 1.5 );
// returns NaN
logcdf.factory( p )
Returns a function for evaluating the logarithm of the cumulative distribution function of a geometric distribution with success probability p
var mylogcdf = logcdf.factory( 0.5 );
var y = mylogcdf( 3.0 );
// returns ~-0.065
y = mylogcdf( 1.0 );
// returns ~-0.288
Notes
- In virtually all cases, using the
logpmf
orlogcdf
functions is preferable to manually computing the logarithm of thepmf
orcdf
, respectively, since the latter is prone to overflow and underflow.
Examples
var randu = require( '@stdlib/random/base/randu' );
var logcdf = require( '@stdlib/stats/base/dists/geometric/logcdf' );
var p;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = randu() * 5.0;
p = randu();
y = logcdf( x, p );
console.log( 'x: %d, p: %d, ln(F(x;p)): %d', x.toFixed( 4 ), p.toFixed( 4 ), y.toFixed( 4 ) );
}