Variance

Poisson distribution variance.

The variance for a Poisson random variable is

where λ is the mean parameter.

Usage

var variance = require( '@stdlib/stats/base/dists/poisson/variance' );

variance( lambda )

Returns the variance of a Poisson distribution with mean parameter lambda.

var v = variance( 9.0 );
// returns 9.0

v = variance( 0.5 );
// returns 0.5

If provided lambda < 0, the function returns NaN.

var v = variance( -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var variance = require( '@stdlib/stats/base/dists/poisson/variance' );

var lambda;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    lambda = randu() * 20.0;
    v = variance( lambda );
    console.log( 'λ: %d, Var(X;λ): %d', lambda.toFixed( 4 ), v.toFixed( 4 ) );
}

C APIs

Usage

#include "stdlib/stats/base/dists/poisson/variance.h"

stdlib_base_dists_poisson_variance( lambda )

Returns the variance of a Poisson distribution.

double out = stdlib_base_dists_poisson_variance( 9.0 );
// returns 9.0

The function accepts the following arguments:

lambda: [in] double mean parameter.

double stdlib_base_dists_poisson_variance( const double lambda );

Examples

#include "stdlib/stats/base/dists/poisson/variance.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
    return min + ( v*(max-min) );
}

int main( void ) {
    double lambda;
    double y;
    int i;

    for ( i = 0; i < 25; i++ ) {
        lambda = random_uniform( 0.0, 20.0 );
        y = stdlib_base_dists_poisson_variance( lambda );
        printf( "λ: %lf, Var(X;λ): %lf\n", lambda, y );
    }
}