Standard Deviation

Hypergeometric distribution standard deviation.

Imagine a scenario with a population of size N, of which a subpopulation of size K can be considered successes. We draw n observations from the total population. Defining the random variable X as the number of successes in the n draws, X is said to follow a hypergeometric distribution. The standard deviation for a hypergeometric random variable is

sigma equals StartRoot n StartFraction upper K Over upper N EndFraction StartFraction left-parenthesis upper N minus upper K right-parenthesis Over upper N EndFraction StartFraction upper N minus n Over upper N minus 1 EndFraction EndRoot

Usage

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

stdev( N, K, n )

Returns the standard deviation of a hypergeometric distribution with parameters N (population size), K (subpopulation size), and n (number of draws).

var v = stdev( 16, 11, 4 );
// returns ~0.829

v = stdev( 2, 1, 1 );
// returns 0.5

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

var v = stdev( NaN, 10, 4 );
// returns NaN

v = stdev( 20, NaN, 4 );
// returns NaN

v = stdev( 20, 10, NaN );
// returns NaN

If provided a population size N, subpopulation size K, or draws n which is not a nonnegative integer, the function returns NaN.

var v = stdev( 10.5, 5, 2 );
// returns NaN

v = stdev( 10, 1.5, 2 );
// returns NaN

v = stdev( 10, 5, -2.0 );
// returns NaN

If the number of draws n or the subpopulation size K exceed population size N, the function returns NaN.

var v = stdev( 10, 5, 12 );
// returns NaN

v = stdev( 10, 12, 5 );
// 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/hypergeometric/stdev' );

var v;
var i;
var N;
var K;
var n;

for ( i = 0; i < 10; i++ ) {
    N = round( randu() * 20 );
    K = round( randu() * N );
    n = round( randu() * K );
    v = stdev( N, K, n );
    console.log( 'N: %d, K: %d, n: %d, SD(X;N,K,n): %d', N, K, n, v.toFixed( 4 ) );
}
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