Median

Gumbel distribution median.

The median for a gumbel random variable is

upper M e d i a n left-parenthesis upper X right-parenthesis equals mu minus beta ln left-parenthesis ln left-parenthesis 2 right-parenthesis right-parenthesis

where μ is the location parameter and β is the scale parameter.

Usage

var median = require( '@stdlib/stats/base/dists/gumbel/median' );

median( mu, beta )

Returns the median for a Gumbel distribution with location parameter mu and scale parameter beta.

var y = median( 2.0, 1.0 );
// returns ~2.367

y = median( 0.0, 1.0 );
// returns ~0.367

y = median( -1.0, 4.0 );
// returns ~0.466

If provided NaN as any argument, the function returns NaN.

var y = median( NaN, 1.0 );
// returns NaN

y = median( 0.0, NaN );
// returns NaN

If provided beta <= 0, the function returns NaN.

var y = median( 0.0, 0.0 );
// returns NaN

y = median( 0.0, -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var median = require( '@stdlib/stats/base/dists/gumbel/median' );

var beta;
var mu;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    mu = ( randu()*10.0 ) - 5.0;
    beta = randu() * 20.0;
    y = median( mu, beta );
    console.log( 'µ: %d, β: %d, Median(X;µ,β): %d', mu.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) );
}
Did you find this page helpful?