npm package: @stdlib/stats-base-dists-invgamma-variance
Description: Inverse gamma distribution variance.
Author: The Stdlib Authors
Latest version: 0.3.1

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# Variance

[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] <!-- [![dependencies][dependencies-image]][dependencies-url] -->

> [Inverse gamma][invgamma-distribution] distribution [variance][variance].

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<section class="intro">

The [variance][variance] for an [inverse gamma][invgamma-distribution] random variable with shape parameter `α` and rate parameter `β` is

<!-- <equation class="equation" label="eq:invgamma_variance" align="center" raw="\operatorname{Var}\left( X \right) = \frac{\beta^{2}}{(\alpha-1)^{2}(\alpha-2)}" alt="Variance for an inverse gamma distribution."> -->

<div class="equation" align="center" data-raw-text="\operatorname{Var}\left( X \right) = \frac{\beta^{2}}{(\alpha-1)^{2}(\alpha-2)}" data-equation="eq:invgamma_variance">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/invgamma/variance/docs/img/equation_invgamma_variance.svg" alt="Variance for an inverse gamma distribution.">
    <br>
</div>

<!-- </equation> -->

when `α > 2`. Otherwise, the variance is not defined.

</section>

<!-- /.intro -->

<!-- Package usage documentation. -->

<section class="installation">

## Installation

```bash
npm install @stdlib/stats-base-dists-invgamma-variance
```

</section>

<section class="usage">

## Usage

```javascript
var variance = require( '@stdlib/stats-base-dists-invgamma-variance' );
```

#### variance( alpha, beta )

Returns the [variance][variance] of a [inverse gamma][invgamma-distribution] distribution with parameters `alpha` (shape parameter) and `beta` (rate parameter).

```javascript
var v = variance( 7.0, 7.0 );
// returns ~0.272

v = variance( 4.0, 12.0 );
// returns 8.0

v = variance( 8.0, 2.0 );
// returns ~0.014
```

If provided `NaN` as any argument, the function returns `NaN`.

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

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

If provided `alpha <= 2`, the function returns `NaN`.

```javascript
var v = variance( 1.0, 1.0 );
// returns NaN

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

If provided `beta <= 0`, the function returns `NaN`.

```javascript
var v = variance( 3.0, 0.0 );
// returns NaN

v = variance( 3.0, -1.0 );
// returns NaN
```

</section>

<!-- /.usage -->

<!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="notes">

</section>

<!-- /.notes -->

<!-- Package usage examples. -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var EPS = require( '@stdlib/constants-float64-eps' );
var uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var variance = require( '@stdlib/stats-base-dists-invgamma-variance' );

var opts = {
    'dtype': 'float64'
};
var alpha = uniform( 10, EPS, 10.0, opts );
var beta = uniform( 10, EPS, 10.0, opts );

logEachMap( 'α: %0.4f, β: %0.4f, Var(X;α,β): %0.4f', alpha, beta, variance );
```

</section>

<!-- /.examples -->

<!-- C interface documentation. -->

* * *

<section class="c">

## C APIs

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<section class="intro">

</section>

<!-- /.intro -->

<!-- C usage documentation. -->

<section class="usage">

### Usage

```c
#include "stdlib/stats/base/dists/invgamma/variance.h"
```

#### stdlib_base_dists_invgamma_variance( alpha, beta )

Returns the variance of an inverse gamma distribution.

```c
double out = stdlib_base_dists_invgamma_variance( 3.0, 5.0 );
// returns ~6.25
```

The function accepts the following arguments:

-   **alpha**: `[in] double` shape parameter.
-   **beta**: `[in] double` rate parameter.

```c
double stdlib_base_dists_invgamma_variance( const double alpha, const double beta );
```

</section>

<!-- /.usage -->

<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="notes">

</section>

<!-- /.notes -->

<!-- C API usage examples. -->

<section class="examples">

### Examples

```c
#include "stdlib/stats/base/dists/invgamma/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 alpha;
    double beta;
    double y;
    int i;

    for ( i = 0; i < 25; i++ ) {
        alpha = random_uniform( 0.0, 20.0 );
        beta = random_uniform( 0.0, 20.0 );
        y = stdlib_base_dists_invgamma_variance( alpha, beta );
        printf( "α: %lf, β: %lf, Var(X;α,β): %lf\n", alpha, beta, y );
    }
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

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</section>

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<section class="related">

</section>

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<section class="main-repo" >

* * *

## Notice

This package is part of [stdlib][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][stdlib], see the main project [repository][stdlib].

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---

## License

See [LICENSE][stdlib-license].


## Copyright

Copyright &copy; 2016-2026. The Stdlib [Authors][stdlib-authors].

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[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-base-dists-invgamma-variance/main/LICENSE

[invgamma-distribution]: https://en.wikipedia.org/wiki/Inverse-gamma_distribution

[variance]: https://en.wikipedia.org/wiki/Variance

</section>

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