External module "stats/base/dists/pareto-type1/variance/docs/types/index.d"

variance

• variance(alpha: number, beta: number): number

• Returns the variance of a Pareto (Type I) distribution.

  Notes

  • If 0 < alpha <= 2 and beta > 0, the function returns positive infinity.
  • If alpha <= 0 or beta <= 0, the function returns NaN.

  Parameters

  • alpha: number

    shape parameter

  • beta: number

    scale parameter

  Returns number

  variance

  Example

  var v = variance( 4.0, 12.0 );
  // returns 32.0

  Example

  var v = variance( 8.0, 2.0 );
  // returns ~0.109

  Example

  var v = variance( 1.0, 1.0 );
  // returns Infinity

  Example

  var v = variance( 1.0, -0.1 );
  // returns NaN

  Example

  var v = variance( -0.1, 1.0 );
  // returns NaN

  Example

  var v = variance( 2.0, NaN );
  // returns NaN

  Example

  var v = variance( NaN, 2.0 );
  // returns NaN