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

Variance

Bernoulli distribution variance.

The variance for a Bernoulli random variable is

where p is the success probability.

Usage

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

variance( p )

Returns the variance of a Bernoulli distribution with success probability p.

var v = variance( 0.1 );
// returns ~0.09

v = variance( 0.5 );
// returns 0.25

If provided a success probability p outside of [0,1], the function returns NaN.

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

v = variance( 1.5 );
// returns NaN

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

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var variance = require( '@stdlib/stats/base/dists/bernoulli/variance' );

var v;
var i;
var p;

for ( i = 0; i < 10; i++ ) {
    p = randu();
    v = variance( p );
    console.log( 'p: %d, Var(X;p): %d', p.toFixed( 4 ), v.toFixed( 4 ) );
}