Skip to content

Latest commit

 

History

History
237 lines (146 loc) · 5.16 KB

File metadata and controls

237 lines (146 loc) · 5.16 KB

Standard Deviation

Anglit distribution standard deviation.

The standard deviation for an anglit random variable with location parameter mu and scale parameter sigma is

$$\operatorname{SD}(X) = \sigma \sqrt{\left({\frac{\pi^{2}}{16}}-\frac{1}{2}\right)}$$

Usage

var stdev = require( '@stdlib/stats/base/dists/anglit/stdev' );

stdev( mu, sigma )

Returns the standard deviation for an anglit distribution with location parameter mu and scale parameter sigma.

var y = stdev( 0.0, 1.0 );
// returns ~0.342

y = stdev( 2.0, 4.0 );
// returns ~1.367

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

var y = stdev( NaN, 1.0 );
// returns NaN

y = stdev( 0.0, NaN );
// returns NaN

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

var y = stdev( 0.0, 0.0 );
// returns NaN

y = stdev( 0.0, -1.0 );
// returns NaN

Examples

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

var opts = {
    'dtype': 'float64'
};
var mu = uniform( 10, -50.0, 50.0, opts );
var sigma = uniform( 10, 0.1, 20.0, opts );

logEachMap( 'µ: %0.4f, σ: %0.4f, SD(X;µ,σ): %0.4f', mu, sigma, stdev );

C APIs

Usage

#include "stdlib/stats/base/dists/anglit/stdev.h"

stdlib_base_dists_anglit_stdev( mu, sigma )

Returns the standard deviation for an anglit distribution with location parameter mu and scale parameter sigma.

double out = stdlib_base_dists_anglit_stdev( 0.0, 1.0 );
// returns ~0.342

The function accepts the following arguments:

  • mu: [in] double location parameter.
  • sigma: [in] double scale parameter.
double stdlib_base_dists_anglit_stdev( const double mu, const double sigma );

Examples

#include "stdlib/stats/base/dists/anglit/stdev.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 mu;
    double y;
    int i;

    for ( i = 0; i < 10; i++ ) {
        mu = random_uniform( -50.0, 50.0 );
        sigma = random_uniform( 0.1, 20.0 );
        y = stdlib_base_dists_anglit_stdev( mu, sigma );
        printf( "µ: %lf, σ: %lf, SD(X;µ,σ): %lf\n", mu, sigma, y );
    }
}