time-to-botec/squiggle/node_modules/@stdlib/stats/base/dists/erlang/variance

Variance

Erlang distribution variance.

The variance for an Erlang random variable is

where k is the shape parameter and λ is the rate parameter.

Usage

var variance = require( '@stdlib/stats/base/dists/erlang/variance' );

variance( k, lambda )

Returns the variance of an Erlang distribution with parameters k (shape parameter) and lambda (rate parameter).

var v = variance( 1, 1.0 );
// returns 1.0

v = variance( 4, 12.0 );
// returns ~0.028

v = variance( 8, 2.0 );
// returns 2.0

If provided NaN as any argument, the function returns NaN.

var v = variance( NaN, 2.0 );
// returns NaN

v = variance( 2.0, NaN );
// returns NaN

If not provided a positive integer for k, the function returns NaN.

var v = variance( 1.8, 1.0 );
// returns NaN

v = variance( -1.0, 1.0 );
// returns NaN

If provided lambda <= 0, the function returns NaN.

var v = variance( 2, 0.0 );
// returns NaN

v = variance( 2, -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var EPS = require( '@stdlib/constants/float64/eps' );
var variance = require( '@stdlib/stats/base/dists/erlang/variance' );

var lambda;
var k;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    k = round( randu()*10.0 );
    lambda = ( randu()*10.0 ) + EPS;
    v = variance( k, lambda );
    console.log( 'k: %d, λ: %d, Var(X;k,λ): %d', k.toFixed( 4 ), lambda.toFixed( 4 ), v.toFixed( 4 ) );
}