Weibull distribution variance.
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[Weibull][weibull-distribution] distribution [variance][variance].
math
\mathop{\mathrm{Var}}\left( X \right) = \lambda^2\left[\Gamma\left(1+\frac{2}{k}\right) - \left(\Gamma\left(1+\frac{1}{k}\right)\right)^2\right]
λ > 0
is the [shape parameter][shape], k > 0
is the [scale parameter][scale], and Γ
denotes the gamma function.bash
npm install @stdlib/stats-base-dists-weibull-variance
script
tag without installation and bundlers, use the [ES Module][es-module] available on the [esm
][esm-url] branch (see [README][esm-readme]).deno
][deno-url] branch (see [README][deno-readme] for usage intructions).umd
][umd-url] branch (see [README][umd-readme]).javascript
var variance = require( '@stdlib/stats-base-dists-weibull-variance' );
k
(shape parameter) and lambda
(scale parameter).javascript
var v = variance( 1.0, 1.0 );
// returns 1.0
v = variance( 4.0, 12.0 );
// returns ~9.311
v = variance( 8.0, 2.0 );
// returns ~0.078
NaN
as any argument, the function returns NaN
.javascript
var v = variance( NaN, 2.0 );
// returns NaN
v = variance( 2.0, NaN );
// returns NaN
k <= 0
, the function returns NaN
.javascript
var v = variance( 0.0, 1.0 );
// returns NaN
v = variance( -1.0, 1.0 );
// returns NaN
lambda <= 0
, the function returns NaN
.javascript
var v = variance( 1.0, 0.0 );
// returns NaN
v = variance( 1.0, -1.0 );
// returns NaN
javascript
var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var variance = require( '@stdlib/stats-base-dists-weibull-variance' );
var lambda;
var k;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
k = ( randu()*10.0 ) + EPS;
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 ) );
}
c
#include "stdlib/stats/base/dists/weibull/variance.h"
k
(shape parameter) and lambda
(scale parameter).c
double out = stdlib_base_dists_weibull_variance( 4.0, 12.0 );
// returns ~9.311
[in] double
shape parameter.[in] double
scale parameter.c
double stdlib_base_dists_weibull_variance( const double k, const double lambda );
c
#include "stdlib/stats/base/dists/weibull/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 lambda;
double k;
double y;
int i;
for ( i = 0; i < 25; i++ ) {
k = random_uniform( 0.0, 10.0 );
lambda = random_uniform( 0.0, 10.0 );
y = stdlib_base_dists_weibull_variance( k, lambda );
printf( "k: %lf, λ: %lf, Var(X;k,λ): %lf\n", k, lambda, y );
}
}