Standard Deviation

Geometric distribution standard deviation.

The standard deviation for a geometric random variable is

sigma equals StartFraction StartRoot 1 minus p EndRoot Over p EndFraction

where p is the success probability.

Usage

var stdev = require( '@stdlib/math/base/dists/geometric/stdev' );

stdev( p )

Returns the standard deviation of a geometric distribution with success probability p.

var v = stdev( 0.1 );
// returns 3.0

v = stdev( 0.5 );
// returns 1.0

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

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

v = stdev( 1.5 );
// returns NaN

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

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var stdev = require( '@stdlib/math/base/dists/geometric/stdev' );

var v;
var i;
var p;

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