About stdlib...
We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.
The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.
When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.
To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!
Normal distribution constructor.
npm install @stdlib/stats-base-dists-normal-ctor
Alternatively,
- To load the package in a website via a
script
tag without installation and bundlers, use the ES Module available on theesm
branch (see README). - If you are using Deno, visit the
deno
branch (see README for usage intructions). - For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the
umd
branch (see README).
The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.
To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.
var Normal = require( '@stdlib/stats-base-dists-normal-ctor' );
Returns a normal distribution object.
var normal = new Normal();
var mu = normal.mean;
// returns 0.0
By default, mu = 0.0
and sigma = 1.0
. To create a distribution having a different mu
(mean parameter) and sigma
(standard deviation), provide the corresponding arguments.
var normal = new Normal( 2.0, 4.0 );
var mu = normal.mean;
// returns 2.0
A normal distribution object has the following properties and methods...
Mean parameter of the distribution.
var normal = new Normal();
var mu = normal.mu;
// returns 0.0
normal.mu = 3.0;
mu = normal.mu;
// returns 3.0
Standard deviation of the distribution. sigma
must be a positive number.
var normal = new Normal( 2.0, 4.0 );
var sigma = normal.sigma;
// returns 4.0
normal.sigma = 3.0;
sigma = normal.sigma;
// returns 3.0
Returns the differential entropy.
var normal = new Normal( 4.0, 12.0 );
var entropy = normal.entropy;
// returns ~3.904
Returns the excess kurtosis.
var normal = new Normal( 4.0, 12.0 );
var kurtosis = normal.kurtosis;
// returns 0.0
Returns the expected value.
var normal = new Normal( 4.0, 12.0 );
var mu = normal.mean;
// returns 4.0
Returns the median.
var normal = new Normal( 4.0, 12.0 );
var median = normal.median;
// returns 4.0
Returns the mode.
var normal = new Normal( 4.0, 12.0 );
var mode = normal.mode;
// returns 4.0
Returns the skewness.
var normal = new Normal( 4.0, 12.0 );
var skewness = normal.skewness;
// returns 0.0
Returns the standard deviation.
var normal = new Normal( 4.0, 12.0 );
var s = normal.stdev;
// returns 12.0
Returns the variance.
var normal = new Normal( 4.0, 12.0 );
var s2 = normal.variance;
// returns 144.0
Evaluates the cumulative distribution function (CDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.cdf( 0.5 );
// returns ~0.354
Evaluates the natural logarithm of the cumulative distribution function (CDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.logcdf( 0.5 );
// returns ~-1.039
Evaluates the natural logarithm of the probability density function (PDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.logpdf( 2.0 );
// returns ~-2.305
Evaluates the moment-generating function (MGF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.mgf( 0.2 );
// returns ~2.054
Evaluates the probability density function (PDF).
var normal = new Normal( 2.0, 4.0 );
var y = normal.pdf( 2.0 );
// returns ~0.1
Evaluates the quantile function at probability p
.
var normal = new Normal( 2.0, 4.0 );
var y = normal.quantile( 0.5 );
// returns 2.0
y = normal.quantile( 1.9 );
// returns NaN
var Normal = require( '@stdlib/stats-base-dists-normal-ctor' );
var normal = new Normal( 2.0, 4.0 );
var mean = normal.mean;
// returns 2.0
var median = normal.median;
// returns 2.0
var s2 = normal.variance;
// returns 16.0
var y = normal.cdf( 0.8 );
// returns ~0.382
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
See LICENSE.
Copyright © 2016-2024. The Stdlib Authors.