Variance
The variance for a Rayleigh random variable is
where σ > 0 is the scale parameter.
Usage
var variance = require( '@stdlib/stats/base/dists/rayleigh/variance' );
variance( sigma )
Returns the variance of a Rayleigh distribution with scale sigma.
var y = variance( 9.0 );
// returns ~34.765
y = variance( 3.5 );
// returns ~5.258
If provided sigma < 0, the function returns NaN.
var y = 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/rayleigh/variance' );
var sigma;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
sigma = randu() * 20.0;
y = variance( sigma );
console.log( 'σ: %d, Var(X,σ): %d', sigma.toFixed( 4 ), y.toFixed( 4 ) );
}