gaussian

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

API

$3

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

$3

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

$3

- 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_

$3

- 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

$3

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