Variance
The variance for a Fréchet random variable shape α > 0, scale s > 0, and location parameter m is
where Γ is the gamma function.
Usage
var variance = require( '@stdlib/stats/base/dists/frechet/variance' );
variance( alpha, s, m )
Returns the variance for a Fréchet distribution with shape alpha > 0, scale s > 0, and location parameter m.
var y = variance( 3.0, 1.0, 1.0 );
// returns ~0.845
y = variance( 3.0, 2.0, -3.0 );
// returns ~3.381
y = variance( 5.0, 1.0, 2.0 );
// returns ~0.134
If 0 < alpha <= 2.0, the function returns +Infinity.
var y = variance( 1.0, 1.0, 1.0 );
// returns Infinity
If provided NaN as any argument, the function returns NaN.
var y = variance( NaN, 1.0, -2.0 );
// returns NaN
y = variance( 1.0, NaN, -2.0 );
// returns NaN
y = variance( 1.0, 1.0, NaN );
// returns NaN
If provided alpha <= 0, the function returns NaN.
var y = variance( 0.0, 3.0, 2.0 );
// returns NaN
y = variance( 0.0, -1.0, 2.0 );
// returns NaN
If provided s <= 0, the function returns NaN.
var y = variance( 1.0, 0.0, 2.0 );
// returns NaN
y = variance( 1.0, -1.0, 2.0 );
// returns NaN
Examples
var randu = require( '@stdlib/random/base/randu' );
var EPS = require( '@stdlib/constants/float64/eps' );
var variance = require( '@stdlib/stats/base/dists/frechet/variance' );
var alpha;
var m;
var s;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
alpha = ( randu()*20.0 ) + EPS;
s = ( randu()*20.0 ) + EPS;
m = ( randu()*20.0 ) - 40.0;
y = variance( alpha, s, m );
console.log( 'α: %d, s: %d, m: %d, Var(X;α,s,m): %d', alpha.toFixed( 4 ), s.toFixed( 4 ), m.toFixed( 4 ), y.toFixed( 4 ) );
}