Variance

Exponential distribution variance.

The variance for an exponential random variable is

where λ is the rate parameter.

Installation

npm install @stdlib/stats-base-dists-exponential-variance

Usage

var variance = require( '@stdlib/stats-base-dists-exponential-variance' );

variance( lambda )

Returns the variance of a exponential distribution with rate parameter lambda.

var v = variance( 9.0 );
// returns ~0.012

v = variance( 0.5 );
// returns 4.0

If provided lambda < 0, the function returns NaN.

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

Examples

var uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var variance = require( '@stdlib/stats-base-dists-exponential-variance' );

var opts = {
    'dtype': 'float64'
};
var lambda = uniform( 10, 0.0, 20.0, opts );

logEachMap( 'λ: %0.4f, Var(X;λ): %0.4f', lambda, variance );

C APIs

Usage

#include "stdlib/stats/base/dists/exponential/variance.h"

stdlib_base_dists_exponential_variance( lambda )

Returns the variance of an exponential distribution.

double out = stdlib_base_dists_exponential_variance( 9.0 );
// returns ~0.012

The function accepts the following arguments:

• lambda: [in] double rate parameter.

double stdlib_base_dists_exponential_variance( const double lambda );

Examples

#include "stdlib/stats/base/dists/exponential/variance.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
    return min + ( v*(max-min) );
}

int main( void ) {
    double lambda;
    double y;
    int i;

    for ( i = 0; i < 25; i++ ) {
        lambda = random_uniform( 0.0, 20.0 );
        y = stdlib_base_dists_exponential_variance( lambda );
        printf( "λ: %lf, Var(X;λ): %lf\n", lambda, y );
    }
}

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2026. The Stdlib Authors.