Variance
The variance for a Lévy random variable with location μ
and scale c > 0
is
Usage
var variance = require( '@stdlib/stats/base/dists/levy/variance' );
variance( mu, c )
Returns the variance for a Lévy distribution with location parameter mu
and scale parameter c
.
var y = variance( 2.0, 1.0 );
// returns Infinity
y = variance( 0.0, 1.0 );
// returns Infinity
y = variance( -1.0, 4.0 );
// returns Infinity
If provided NaN
as any argument, the function returns NaN
.
var y = variance( NaN, 1.0 );
// returns NaN
y = variance( 0.0, NaN );
// returns NaN
If provided c <= 0
, the function returns NaN
.
var y = variance( 0.0, 0.0 );
// returns NaN
y = variance( 0.0, -1.0 );
// returns NaN
Examples
var randu = require( '@stdlib/random/base/randu' );
var variance = require( '@stdlib/stats/base/dists/levy/variance' );
var mu;
var c;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
mu = ( randu()*10.0 ) - 5.0;
c = randu() * 20.0;
y = variance( mu, c );
console.log( 'µ: %d, c: %d, Var(X;µ,c): %d', mu.toFixed( 4 ), c.toFixed( 4 ), y.toFixed( 4 ) );
}