ChiSquare
Chi-squared distribution constructor.
Usage
var ChiSquare = require( '@stdlib/stats/base/dists/chisquare/ctor' );
ChiSquare( [k] )
Returns an chi-squared distribution object.
var chisquare = new ChiSquare();
var mu = chisquare.mean;
// returns 1.0
By default, k = 1.0
. To create a distribution having a different degrees of freedom k
, provide a parameter value.
var chisquare = new ChiSquare( 4.0 );
var mu = chisquare.mean;
// returns 4.0
chisquare
A chi-squared distribution object has the following properties and methods...
Writable Properties
chisquare.k
Rate parameter of the distribution. k
must be a positive number.
var chisquare = new ChiSquare( 2.0 );
var k = chisquare.k;
// returns 2.0
chisquare.k = 3.0;
k = chisquare.k;
// returns 3.0
Computed Properties
ChiSquare.prototype.entropy
Returns the differential entropy.
var chisquare = new ChiSquare( 4.0 );
var entropy = chisquare.entropy;
// returns ~2.27
ChiSquare.prototype.kurtosis
Returns the excess kurtosis.
var chisquare = new ChiSquare( 4.0 );
var kurtosis = chisquare.kurtosis;
// returns 3.0
ChiSquare.prototype.mean
Returns the expected value.
var chisquare = new ChiSquare( 4.0 );
var mu = chisquare.mean;
// returns 4.0
ChiSquare.prototype.median
Returns the median.
var chisquare = new ChiSquare( 4.0 );
var median = chisquare.median;
// returns ~3.357
ChiSquare.prototype.mode
Returns the mode.
var chisquare = new ChiSquare( 4.0 );
var mode = chisquare.mode;
// returns 2.0
ChiSquare.prototype.skewness
Returns the skewness.
var chisquare = new ChiSquare( 4.0 );
var skewness = chisquare.skewness;
// returns ~1.414
ChiSquare.prototype.stdev
Returns the standard deviation.
var chisquare = new ChiSquare( 4.0 );
var s = chisquare.stdev;
// returns ~2.828
ChiSquare.prototype.variance
Returns the variance.
var chisquare = new ChiSquare( 4.0 );
var s2 = chisquare.variance;
// returns 8.0
Methods
ChiSquare.prototype.cdf( x )
Evaluates the cumulative distribution function (CDF).
var chisquare = new ChiSquare( 2.0 );
var y = chisquare.cdf( 0.5 );
// returns ~0.221
ChiSquare.prototype.mgf( t )
Evaluates the moment-generating function (MGF).
var chisquare = new ChiSquare( 2.0 );
var y = chisquare.mgf( 0.2 );
// returns ~1.667
ChiSquare.prototype.pdf( x )
Evaluates the probability density function (PDF).
var chisquare = new ChiSquare( 2.0 );
var y = chisquare.pdf( 0.8 );
// returns ~0.335
ChiSquare.prototype.quantile( p )
Evaluates the quantile function at probability p
.
var chisquare = new ChiSquare( 2.0 );
var y = chisquare.quantile( 0.5 );
// returns ~1.386
y = chisquare.quantile( 1.9 );
// returns NaN
Examples
var ChiSquare = require( '@stdlib/stats/base/dists/chisquare/ctor' );
var chisquare = new ChiSquare( 2.0 );
var mu = chisquare.mean;
// returns 2.0
var mode = chisquare.mode;
// returns 0.0
var s2 = chisquare.variance;
// returns 4.0
var y = chisquare.cdf( 0.8 );
// returns ~0.33