Logarithm of Probability Density Function
Evaluate the natural logarithm of the probability density function (PDF) for a Pareto (Type I) distribution.
The probability density function (PDF) for a Pareto (Type I) random variable is
where alpha > 0
is the shape parameter and beta > 0
is the scale parameter.
Usage
var logpdf = require( '@stdlib/stats/base/dists/pareto-type1/logpdf' );
logpdf( x, alpha, beta )
Evaluates the natural logarithm of the probability density function (PDF) for a Pareto (Type I) distribution with parameters alpha
(shape parameter) and beta
(scale parameter).
var y = logpdf( 4.0, 1.0, 1.0 );
// returns ~-2.773
y = logpdf( 20.0, 1.0, 10.0 );
// returns ~-3.689
y = logpdf( 7.0, 2.0, 6.0 );
// returns ~-1.561
y = logpdf( 7.0, 6.0, 3.0 );
// returns ~-5.238
y = logpdf( 1.0, 4.0, 2.0 );
// returns -Infinity
y = logpdf( 1.5, 4.0, 2.0 );
// returns -Infinity
If provided NaN
as any argument, the function returns NaN
.
var y = logpdf( NaN, 1.0, 1.0 );
// returns NaN
y = logpdf( 0.0, NaN, 1.0 );
// returns NaN
y = logpdf( 0.0, 1.0, NaN );
// returns NaN
If provided alpha <= 0
, the function returns NaN
.
var y = logpdf( 2.0, -1.0, 0.5 );
// returns NaN
y = logpdf( 2.0, 0.0, 0.5 );
// returns NaN
If provided beta <= 0
, the function returns NaN
.
var y = logpdf( 2.0, 0.5, -1.0 );
// returns NaN
y = logpdf( 2.0, 0.5, 0.0 );
// returns NaN
logpdf.factory( alpha, beta )
Returns a function for evaluating the natural logarithm of the probability density function (PDF) (CDF) of a Pareto (Type I) distribution with parameters alpha
(shape parameter) and beta
(scale parameter).
var mylogpdf = logpdf.factory( 0.5, 0.5 );
var y = mylogpdf( 0.8 );
// returns ~-0.705
y = mylogpdf( 2.0 );
// returns ~-2.079
Notes
- In virtually all cases, using the
logpdf
orlogcdf
functions is preferable to manually computing the logarithm of thepdf
orcdf
, respectively, since the latter is prone to overflow and underflow.
Examples
var randu = require( '@stdlib/random/base/randu' );
var logpdf = require( '@stdlib/stats/base/dists/pareto-type1/logpdf' );
var alpha;
var beta;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = randu() * 8.0;
alpha = randu() * 4.0;
beta = randu() * 4.0;
y = logpdf( x, alpha, beta );
console.log( 'x: %d, α: %d, β: %d, ln(f(x;α,β)): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) );
}