# @stdlib/stats-base-dists-negative-binomial-mgf

> Negative binomial distribution moment-generating function (MGF).

Latest version **0.2.3** (published 2026-02-08) · Apache-2.0 license · 0 weekly downloads

## Install

```sh
npm install @stdlib/stats-base-dists-negative-binomial-mgf
pnpm add @stdlib/stats-base-dists-negative-binomial-mgf
yarn add @stdlib/stats-base-dists-negative-binomial-mgf
bun add @stdlib/stats-base-dists-negative-binomial-mgf
```

## Health

**Score 55/100 (C)** — status: stable.

Positive: has types; no vulnerabilities; high maintenance score.

Warnings: low downloads; no esm support; pre 1.0.

## Facts

| | |
|---|---|
| Version | 0.2.3 |
| Published | 2026-02-08 |
| First published | 2021-06-15 |
| Weekly downloads | 0 |
| License | Apache-2.0 |
| TypeScript types | bundled |
| Module format | CommonJS |
| Node | >=0.10.0 |
| Dependencies | 8 |
| Unpacked size | 61.1 KB |
| Known vulnerabilities | 0 |
| Install scripts | no |
| GitHub stars | 2 |
| Author | The Stdlib Authors |
| Maintainers | stdlib-bot, kgryte, planeshifter, rreusser |
| Keywords | stdlib, stdmath, statistics, stats, distribution, dist, mgf, generating functions, moments, discrete, negative, binomial, univariate |

## Links

- npm: https://www.npmjs.com/package/@stdlib/stats-base-dists-negative-binomial-mgf
- Repository: https://github.com/stdlib-js/stats-base-dists-negative-binomial-mgf
- Homepage: https://stdlib.io
- Issues: https://github.com/stdlib-js/stdlib/issues
- Funding: https://opencollective.com/stdlib
- npm.io page: https://npm.io/package/@stdlib/stats-base-dists-negative-binomial-mgf

## Dependencies (8)

- [@stdlib/math-base-special-ln](https://npm.io/package/@stdlib/math-base-special-ln.md) ^0.2.5
- [@stdlib/math-base-special-exp](https://npm.io/package/@stdlib/math-base-special-exp.md) ^0.2.4
- [@stdlib/math-base-special-pow](https://npm.io/package/@stdlib/math-base-special-pow.md) ^0.3.0
- [@stdlib/math-base-napi-ternary](https://npm.io/package/@stdlib/math-base-napi-ternary.md) ^0.3.2
- [@stdlib/utils-library-manifest](https://npm.io/package/@stdlib/utils-library-manifest.md) ^0.2.4
- [@stdlib/math-base-assert-is-nan](https://npm.io/package/@stdlib/math-base-assert-is-nan.md) ^0.2.3
- [@stdlib/utils-constant-function](https://npm.io/package/@stdlib/utils-constant-function.md) ^0.2.3
- [@stdlib/utils-define-nonenumerable-read-only-property](https://npm.io/package/@stdlib/utils-define-nonenumerable-read-only-property.md) ^0.2.3

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## Recent versions

- 0.2.3 (latest) — 2026-02-08
- 0.3.0 — 2026-01-30
- 0.2.2 — 2024-07-28
- 0.2.1 — 2024-07-28
- 0.1.1 — 2024-02-24
- 0.2.0 — 2024-02-14
- 0.1.0 — 2023-09-24
- 0.0.7 — 2022-07-08
- 0.0.6 — 2022-02-16
- 0.0.5 — 2021-08-22
- 0.0.4 — 2021-07-07
- 0.0.3 — 2021-06-27
- 0.0.2 — 2021-06-16
- 0.0.1 — 2021-06-15

## README

<!--

@license Apache-2.0

Copyright (c) 2018 The Stdlib Authors.

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

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<details>
  <summary>
    About stdlib...
  </summary>
  <p>We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.</p>
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</details>

# Moment-Generating Function

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

> [Negative binomial][negative-binomial-distribution] distribution moment-generating function (MGF).

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

The [moment-generating function][mgf] for a [negative binomial][negative-binomial-distribution] random variable is

<!-- <equation class="equation" label="eq:negative_binomial_mgf_function" align="center" raw="M_X(t) := \mathbb{E}\!\left[e^{tX}\right] =  \biggl(\frac{\left( 1- p \right) e^t }{1 - p e^t}\biggr)^{\!r} \text{ for }t<-\log p" alt="Moment-generating function (MGF) for a negative binomial distribution."> -->

<div class="equation" align="center" data-raw-text="M_X(t) := \mathbb{E}\!\left[e^{tX}\right] =  \biggl(\frac{\left( 1- p \right) e^t }{1 - p e^t}\biggr)^{\!r} \text{ for }t&lt;-\log p" data-equation="eq:negative_binomial_mgf_function">
    <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@591cf9d5c3a0cd3c1ceec961e5c49d73a68374cb/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/mgf/docs/img/equation_negative_binomial_mgf_function.svg" alt="Moment-generating function (MGF) for a negative binomial distribution.">
    <br>
</div>

<!-- </equation> -->

where `r > 0` is the number of failures until the experiment is stopped and `0 <= p <= 1` is the success probability.

</section>

<!-- /.intro -->

<!-- Package usage documentation. -->

<section class="installation">

## Installation

```bash
npm install @stdlib/stats-base-dists-negative-binomial-mgf
```

</section>

<section class="usage">

## Usage

```javascript
var mgf = require( '@stdlib/stats-base-dists-negative-binomial-mgf' );
```

#### mgf( t, r, p )

Evaluates the [moment-generating function][mgf] for a [negative binomial][negative-binomial-distribution] distribution with number of successes until experiment is stopped `r` and success probability `p`.

```javascript
var y = mgf( 0.05, 20.0, 0.8 );
// returns ~267.839

y = mgf( 0.1, 20.0, 0.1 );
// returns ~9.347
```

While `r` can be interpreted as the number of successes until the experiment is stopped, the [negative binomial][negative-binomial-distribution] distribution is also defined for non-integers `r`. In this case, `r` denotes shape parameter of the [gamma mixing distribution][negative-binomial-mixture-representation].

```javascript
var y = mgf( 0.1, 15.5, 0.5 );
// returns ~26.375

y = mgf( 0.5, 7.4, 0.4 );
// returns ~2675.677
```

If `t >= -ln( p )`, the function returns `NaN`.

```javascript
var y = mgf( 0.7, 15.5, 0.5 ); // -ln( p ) = ~0.693
// returns NaN
```

If provided a `r` which is not a positive number, the function returns `NaN`.

```javascript
var y = mgf( 0.2, 0.0, 0.5 );
// returns NaN

y = mgf( 0.2, -2.0, 0.5 );
// returns NaN
```

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

```javascript
var y = mgf( NaN, 20.0, 0.5 );
// returns NaN

y = mgf( 0.0, NaN, 0.5 );
// returns NaN

y = mgf( 0.0, 20.0, NaN );
// returns NaN
```

If provided a success probability `p` outside of `[0,1]`, the function returns `NaN`.

```javascript
var y = mgf( 0.2, 20, -1.0 );
// returns NaN

y = mgf( 0.2, 20, 1.5 );
// returns NaN
```

#### mgf.factory( r, p )

Returns a function for evaluating the [moment-generating function][mgf] of a [negative binomial][negative-binomial-distribution] distribution with number of successes until experiment is stopped `r` and success probability `p`.

```javascript
var myMGF = mgf.factory( 4.3, 0.4 );
var y = myMGF( 0.2 );
// returns ~4.696

y = myMGF( 0.4 );
// returns ~30.83
```

</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 uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var mgf = require( '@stdlib/stats-base-dists-negative-binomial-mgf' );

var opts = {
    'dtype': 'float64'
};
var t = uniform( 10, -0.5, 0.5, opts );
var r = uniform( 10, 0.0, 50.0, opts );
var p = uniform( 10, 0.0, 1.0, opts );

logEachMap( 't: %0.4f, r: %0.4f, p: %0.4f, M_X(t;r,p): %0.4f', t, r, p, mgf );
```

</section>

<!-- /.examples -->

<!-- C interface documentation. -->

* * *

<section class="c">

## C APIs

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

</section>

<!-- /.intro -->

<!-- C usage documentation. -->

<section class="usage">

### Usage

```c
#include "stdlib/stats/base/dists/negative-binomial/mgf.h"
```

#### stdlib_base_dists_negative_binomial_mgf( t, r, p )

Evaluates the [moment-generating function][mgf] for a [negative binomial][negative-binomial-distribution] distribution with number of successes until experiment is stopped `r` and success probability `p`.

```c
double out = stdlib_base_dists_negative_binomial_mgf( 0.05, 20.0, 0.8 );
// returns ~267.839
```

The function accepts the following arguments:

-   **t**: `[in] double` input value.
-   **r**: `[in] double` number of successes until experiment is stopped.
-   **p**: `[in] double` success probability.

```c
double stdlib_base_dists_negative_binomial_mgf( const double t, const double r, const double p );
```

</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/negative-binomial/mgf.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 t;
    double r;
    double p;
    double y;
    int i;

    for ( i = 0; i < 25; i++ ) {
        t = random_uniform( -1.0, 1.0 );
        r = random_uniform( 1.0, 10.0 );
        p = random_uniform( 0.0, 1.0 );
        y = stdlib_base_dists_negative_binomial_mgf( t, r, p );
        printf( "t: %lf, r: %lf, p: %lf, M_X(t;r,p): %lf\n", t, r, p, y );
    }
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="references">

</section>

<!-- /.references -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

</section>

<!-- /.related -->

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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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[![Chat][chat-image]][chat-url]

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## License

See [LICENSE][stdlib-license].


## Copyright

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

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[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-negative-binomial-mgf?branch=main

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[es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules

[deno-url]: https://github.com/stdlib-js/stats-base-dists-negative-binomial-mgf/tree/deno
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[umd-url]: https://github.com/stdlib-js/stats-base-dists-negative-binomial-mgf/tree/umd
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[esm-url]: https://github.com/stdlib-js/stats-base-dists-negative-binomial-mgf/tree/esm
[esm-readme]: https://github.com/stdlib-js/stats-base-dists-negative-binomial-mgf/blob/esm/README.md
[branches-url]: https://github.com/stdlib-js/stats-base-dists-negative-binomial-mgf/blob/main/branches.md

[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-base-dists-negative-binomial-mgf/main/LICENSE

[mgf]: https://en.wikipedia.org/wiki/Moment-generating_function

[negative-binomial-mixture-representation]: https://en.wikipedia.org/wiki/Negative_binomial_distribution#Gamma.E2.80.93Poisson_mixture

[negative-binomial-distribution]: https://en.wikipedia.org/wiki/Negative_binomial_distribution

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