This is an automated email from the ASF dual-hosted git repository. aherbert pushed a commit to branch master in repository https://gitbox.apache.org/repos/asf/commons-statistics.git
commit 7b62d17a7f34d96580dc7160ade80c7170a488eb Author: aherbert <[email protected]> AuthorDate: Fri Feb 17 17:41:32 2023 +0000 Correct inverse survival function definition. SF = P(X > x) and not P(X >= x) --- .../statistics/distribution/ContinuousDistribution.java | 4 ++-- .../commons/statistics/distribution/DiscreteDistribution.java | 4 ++-- src/site/xdoc/userguide/index.xml | 11 ++++++----- 3 files changed, 10 insertions(+), 9 deletions(-) diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java index 1860ac6..dfed1bf 100644 --- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java +++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java @@ -122,8 +122,8 @@ public interface ContinuousDistribution { * returned value is: * * <p>\[ x = \begin{cases} - * \inf \{ x \in \mathbb R : P(X \ge x) \le p\} & \text{for } 0 \le p \lt 1 \\ - * \inf \{ x \in \mathbb R : P(X \ge x) \lt 1 \} & \text{for } p = 1 + * \inf \{ x \in \mathbb R : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\ + * \inf \{ x \in \mathbb R : P(X \gt x) \lt 1 \} & \text{for } p = 1 * \end{cases} \] * * <p>By default, this is defined as {@code inverseCumulativeProbability(1 - p)}, but diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java index 815cb94..bc99e52 100644 --- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java +++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java @@ -136,8 +136,8 @@ public interface DiscreteDistribution { * the returned value is: * * <p>\[ x = \begin{cases} - * \inf \{ x \in \mathbb Z : P(X \ge x) \le p\} & \text{for } 0 \le p \lt 1 \\ - * \inf \{ x \in \mathbb Z : P(X \ge x) \lt 1 \} & \text{for } p = 1 + * \inf \{ x \in \mathbb Z : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\ + * \inf \{ x \in \mathbb Z : P(X \gt x) \lt 1 \} & \text{for } p = 1 * \end{cases} \] * * <p>If the result exceeds the range of the data type {@code int}, diff --git a/src/site/xdoc/userguide/index.xml b/src/site/xdoc/userguide/index.xml index ad4e074..4ddcee5 100644 --- a/src/site/xdoc/userguide/index.xml +++ b/src/site/xdoc/userguide/index.xml @@ -165,8 +165,8 @@ double p3 = pd.probability(4, 5); </p> <p> \[ x = \begin{cases} - \inf \{ x \in \mathbb R : P(X \ge x) \le p\} & \text{for } 0 \le p \lt 1 \\ - \inf \{ x \in \mathbb R : P(X \ge x) \lt 1 \} & \text{for } p = 1 + \inf \{ x \in \mathbb R : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\ + \inf \{ x \in \mathbb R : P(X \gt x) \lt 1 \} & \text{for } p = 1 \end{cases} \] </p> <source class="prettyprint"> @@ -177,9 +177,10 @@ double x2 = n.inverseSurvivalProbability(1e-300); </source> <p> For discrete <code>F</code>, the definition is the same, with \( \mathbb Z \) - (the integers) in place of \( \mathbb R \) (but note that, in the discrete case, - the ≥ in the definition can make a difference when <code>p</code> is an attained - value of the distribution). + (the integers) in place of \( \mathbb R \). Note that, in the discrete case, + the strict inequality on \( p \) in the definition can make a difference when + \( p \) is an attained value of the distribution. For example moving to the next + larger value of \( p \) will return the value \( x + 1 \) for inverse CDF. </p> <p> All distributions provide accessors for the parameters used to create the distribution,
