Geometric

Geometric distribution constructor.

Usage

var Geometric = require( '@stdlib/stats/base/dists/geometric/ctor' );

Geometric( [p] )

Returns a geometric distribution object.

var geometric = new Geometric();

var mean = geometric.mean;
// returns 1.0

By default, p = 0.5. To create a distribution having a different success probability p, provide a parameter value.

var geometric = new Geometric( 0.2 );

var mean = geometric.mean;
// returns 4.0

geometric

A geometric distribution object has the following properties and methods...

Writable Properties

geometric.p

Success probability of the distribution. p must be a probability.

var geometric = new Geometric( 0.2 );

var p = geometric.p;
// returns 0.2

geometric.p = 0.3;

p = geometric.p;
// returns 0.3

Computed Properties

Geometric.prototype.entropy

Returns the differential entropy.

var geometric = new Geometric( 0.4 );

var entropy = geometric.entropy;
// returns ~1.683

Geometric.prototype.kurtosis

Returns the excess kurtosis.

var geometric = new Geometric( 0.4 );

var kurtosis = geometric.kurtosis;
// returns ~6.267

Geometric.prototype.mean

Returns the median.

var geometric = new Geometric( 0.4 );

var mu = geometric.mean;
// returns ~1.5

Geometric.prototype.median

Returns the median.

var geometric = new Geometric( 0.4 );

var median = geometric.median;
// returns 1.0

Geometric.prototype.mode

Returns the mode.

var geometric = new Geometric( 0.4 );

var mode = geometric.mode;
// returns 0.0

Geometric.prototype.skewness

Returns the skewness.

var geometric = new Geometric( 0.4 );

var skewness = geometric.skewness;
// returns ~2.066

Geometric.prototype.stdev

Returns the standard deviation.

var geometric = new Geometric( 0.4 );

var s = geometric.stdev;
// returns ~1.936

Geometric.prototype.variance

Returns the variance.

var geometric = new Geometric( 0.4 );

var s2 = geometric.variance;
// returns ~3.75

Methods

Geometric.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

var geometric = new Geometric( 0.2 );

var y = geometric.cdf( 0.5 );
// returns ~0.2

Geometric.prototype.logcdf( x )

Evaluates the natural logarithm of the cumulative distribution function (logCDF).

var geometric = new Geometric( 0.2 );

var y = geometric.logcdf( 0.5 );
// returns ~-1.609

Geometric.prototype.logpmf( x )

Evaluates the natural logarithm of the probability mass function (logPMF).

var geometric = new Geometric( 0.2 );

var y = geometric.logpmf( 3.0 );
// returns ~-2.279

y = geometric.logpmf( 2.3 );
// returns -Infinity

Geometric.prototype.mgf( t )

Evaluates the moment-generating function (MGF).

var geometric = new Geometric( 0.2 );

var y = geometric.mgf( 0.1 );
// returns ~1.908

Geometric.prototype.pmf( x )

Evaluates the probability mass function (PMF).

var geometric = new Geometric( 0.2 );

var y = geometric.pmf( 3.0 );
// returns ~0.102

y = geometric.pmf( 2.3 );
// returns 0.0

Geometric.prototype.quantile( p )

Evaluates the quantile function at probability p.

var geometric = new Geometric( 0.2 );

var y = geometric.quantile( 0.5 );
// returns 3.0

y = geometric.quantile( 1.9 );
// returns NaN

Examples

var Geometric = require( '@stdlib/stats/base/dists/geometric/ctor' );

var geometric = new Geometric( 0.5 );

var mu = geometric.mean;
// returns 1.0

var mode = geometric.mode;
// returns 0.0

var s2 = geometric.variance;
// returns 2.0

var y = geometric.cdf( 2.0 );
// returns 0.875
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