Benjamin W Trent created STATISTICS-31:
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Summary: Add survival probability function to continuous
distributions
Key: STATISTICS-31
URL: https://issues.apache.org/jira/browse/STATISTICS-31
Project: Apache Commons Statistics
Issue Type: New Feature
Reporter: Benjamin W Trent
It is useful to know the [survival
function|[https://en.wikipedia.org/wiki/Survival_function]] of a number given a
continuous distribution.
While this can be approximated with `1 - cdf(x)`, there is an opportunity for
greater accuracy in certain distributions.
A good example of this is the gamma distribution. The survival function for
that distribution would probably look similar to:
```java
@Override
public double survivalProbability(double x) {
if (x <= SUPPORT_LO) {
return 1;
} else if (x >= SUPPORT_HI) {
return 0;
}
return RegularizedGamma.Q.value(shape, x / scale);
}
```
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