Standard Deviation

Student's t distribution variance.

The standard deviation for a Student's t random variable with degrees of freedom ν is

sigma equals StartLayout Enlarged left-brace 1st Row 1st Column StartRoot StartFraction nu Over nu minus 2 EndFraction EndRoot 2nd Column for nu greater-than 2 2nd Row 1st Column normal infinity 2nd Column for 1 less-than nu less-than-or-equal-to 2 EndLayout

For ν smaller than one, the standard deviation is not defined.

Usage

var stdev = require( '@stdlib/stats/base/dists/t/stdev' );

stdev( v )

Returns the standard deviation of a Student's t distribution with degrees of freedom v.

var y = stdev( 9.0 );
// returns ~1.134

y = stdev( 3.5 );
// returns ~1.528

If provided 1 < v <= 2, the function returns infinity.

var y = stdev( 1.5 );
// returns Infinity

y = stdev( 2.0 );
// returns Infinity

If provided v <= 1, the function returns NaN.

var y = stdev( -1.0 );
// returns NaN

y = stdev( 0.8 );
// 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/t/stdev' );

var v;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    v = randu() * 20.0;
    y = stdev( v );
    console.log( 'v: %d, SD(X,v): %d', v.toFixed( 4 ), y.toFixed( 4 ) );
}
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