Standard Deviation

Bernoulli distribution standard deviation.

The standard deviation for a bernoulli random variable is

where p is the success probability.

Usage

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

stdev( p )

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

var v = stdev( 0.1 );
// returns ~0.3

v = stdev( 0.5 );
// returns 0.5

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/stats/base/dists/bernoulli/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 ) );
}

C APIs

Usage

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

stdlib_base_dists_bernoulli_stdev( p )

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

double out = stdlib_base_dists_bernoulli_stdev( 0.1 );
// returns ~0.3

The function accepts the following arguments:

p: [in] double success probability.

double stdlib_base_dists_bernoulli_stdev( const double p );

Examples

#include "stdlib/stats/base/dists/bernoulli/stdev.h"
#include <stdlib.h>
#include <stdio.h>

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

    for ( i = 0; i < 25; i++ ) {
        p = (double)rand() / ( (double)RAND_MAX + 1.0 );
        y = stdlib_base_dists_bernoulli_stdev( p );
        printf( "p: %lf, SD(X;p): %lf\n", p, y );
    }
}