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