Logarithm of Probability Density Function
Uniform distribution logarithm of probability density function (PDF).
The probability density function (PDF) for a continuous uniform random variable is
where a
is the minimum support and b
is the maximum support of the distribution. The parameters must satisfy a < b
.
Usage
var logpdf = require( '@stdlib/stats/base/dists/uniform/logpdf' );
logpdf( x, a, b )
Evaluates the logarithm of the probability density function (PDF) for a continuous uniform distribution with parameters a
(minimum support) and b
(maximum support).
var y = logpdf( 2.0, 0.0, 4.0 );
// returns ~-1.386
y = logpdf( 5.0, 0.0, 4.0 );
// returns -Infinity
y = logpdf( 0.25, 0.0, 1.0 );
// returns 0.0
If provided NaN
as any argument, the function returns NaN
.
var y = logpdf( NaN, 0.0, 1.0 );
// returns NaN
y = logpdf( 0.0, NaN, 1.0 );
// returns NaN
y = logpdf( 0.0, 0.0, NaN );
// returns NaN
If provided a >= b
, the function returns NaN
.
var y = logpdf( 2.5, 3.0, 2.0 );
// returns NaN
y = logpdf( 2.5, 3.0, 3.0 );
// returns NaN
logpdf.factory( a, b )
Returns a function
for evaluating the logarithm of the PDF of a continuous uniform distribution with parameters a
(minimum support) and b
(maximum support).
var mylogPDF = logpdf.factory( 6.0, 7.0 );
var y = mylogPDF( 7.0 );
// returns 0.0
y = mylogPDF( 5.0 );
// returns -Infinity
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/uniform/logpdf' );
var a;
var b;
var x;
var y;
var i;
for ( i = 0; i < 25; i++ ) {
x = (randu() * 20.0) - 10.0;
a = (randu() * 20.0) - 20.0;
b = a + (randu() * 40.0);
y = logpdf( x, a, b );
console.log( 'x: %d, a: %d, b: %d, ln(f(x;a,b)): %d', x.toFixed( 4 ), a.toFixed( 4 ), b.toFixed( 4 ), y.toFixed( 4 ) );
}