# ts-gaussian

A TypeScript model of a Gaussian distribution

## Stats

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ts-gaussian
403.0.318 days ago5 years ago

ts-gaussian
A JavaScript model of the Normal
(or Gaussian) distribution.
API Docs: https://ts-gaussian.vercel.app

## Creating a Distribution

``````import { Gaussian } from 'ts-gaussian';
const distribution = new Gaussian(0, 1);
// Take a random sample using inverse transform sampling method.
const sample = distribution.ppf(Math.random());
// 0.5071973169873031 or something similar``````

## 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