Standard Deviation

Exponential distribution standard deviation.

The standard deviation for an exponential random variable is

where λ is the rate parameter.

Usage

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

stdev( lambda )

Returns the standard deviation of a exponential distribution with rate parameter lambda.

var v = stdev( 9.0 );
// returns ~0.11

v = stdev( 0.5 );
// returns 2.0

If provided lambda < 0, the function returns NaN.

var 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/exponential/stdev' );

var lambda;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    lambda = randu() * 20.0;
    v = stdev( lambda );
    console.log( 'λ: %d, SD(X;λ): %d', lambda.toFixed( 4 ), v.toFixed( 4 ) );
}