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gaussian

A JavaScript model of the Normal (or Gaussian) distribution.

API

Creating a Distribution

var gaussian = require('gaussian');
var distribution = gaussian(mean, variance);
// Take a random sample using inverse transform sampling method.
var sample = distribution.ppf(Math.random());

Properties

  • mean: the mean (μ) of the distribution
  • variance: the variance (σ^2) of the distribution
  • standardDeviation: the standard deviation (σ) of the distribution

Probability Functions

  • pdf(x): the probability density function, which describes the probability of a random variable taking on the value x
  • cdf(x): the cumulative distribution function, which describes the probability of a random variable falling in the interval (−∞, x]
  • ppf(x): the percent point function, the inverse of cdf

Combination Functions

  • mul(d): returns the product distribution of this and the given distribution; equivalent to scale(d) when d is a constant
  • div(d): returns the quotient distribution of this and the given distribution; equivalent to scale(1/d) when d is a constant
  • add(d): returns the result of adding this and the given distribution's means and variances
  • sub(d): returns the result of subtracting this and the given distribution's means and variances
  • scale(c): returns the result of scaling this distribution by the given constant

Generation Function

  • random(n): returns an array of generated n random samples correspoding to the Gaussian parameters.