benwtrent opened a new pull request #27:
URL: https://github.com/apache/commons-statistics/pull/27
This commit adds a new function for all continuous
distributions `survivalProbability`.
While a naive implementation would simply be
`1-cumulativeProbability`, that would result
in loss of precision.
For many of the current cont. dist. a higher
precision survival probability is calculated
For others, it is simply `1-cumulativeProbability`
Many tests were added to verify the following:
- the precision of cumulativeProbability
- the precision of survivalProbability
- That survivalProbabiliy is near 1-cumulative
- That survival and cumulative probabilities are
complementary
Through this development, certain distributions
were found lacking precision for their
cumulativeProbabilities and were improved.
Those were:
- CauchyDistribution
- ExponentialDistribution
- LogNormalDistribution
- PretoDistribution
- WeibullDistribution
Addresses Jira: STATISTICS-31
--
This is an automated message from the Apache Git Service.
To respond to the message, please log on to GitHub and use the
URL above to go to the specific comment.
To unsubscribe, e-mail: [email protected]
For queries about this service, please contact Infrastructure at:
[email protected]
