README.md

Variance

gilbrat distribution variance.

The variance for a gilbrat random variable with scale parameter σ > 0 is

$$\operatorname{Var}\left[ X \right] = e(e-1)$$

Usage

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

variance( sigma )

Returns the variance for a gilbrat distribution with scale parameter sigma.

var y = variance( 1.0 );
// returns ~4.671

y = variance( 4.0 );
// returns ~4.671

y = variance( 0.5 );
// returns ~4.671

If provided NaN, the function returns NaN.

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

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

var y = variance( 0.0 );
// returns NaN

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

Examples

var uniform = require( '@stdlib/random/array/uniform' );
var logEachMap = require( '@stdlib/console/log-each-map' );
var variance = require( '@stdlib/stats/base/dists/gilbrat/variance' );

var opts = {
    'dtype': 'float64'
};
var sigma = uniform( 10, 0.1, 20.0, opts );

logEachMap( 'σ: %lf, Var(X;σ): %lf', sigma, variance );

---

C APIs

Usage

#include "stdlib/stats/base/dists/gilbrat/variance.h"

stdlib_base_dists_gilbrat_variance( sigma )

Returns the variance for a gilbrat distribution with scale parameter sigma.

• sigma: [in] double scale parameter.

double stdlib_base_dists_gilbrat_variance( const double sigma );

Examples

#include "stdlib/stats/base/dists/gilbrat/variance.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
    return min + ( v*(max-min) );
}

int main( void ) {
    double sigma;
    double y;
    int i;

    for ( i = 0; i < 10; i++ ) {
        sigma = random_uniform( 0.1, 20.0 );
        y = stdlib_base_dists_gilbrat_variance( sigma );
        printf( "σ: %lf, Var(X;σ): %lf\n", sigma, y );
    }
}