Alex Herbert created STATISTICS-61:
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Summary: Exponential distribution parameterized by the rate (1 /
mean)
Key: STATISTICS-61
URL: https://issues.apache.org/jira/browse/STATISTICS-61
Project: Commons Statistics
Issue Type: New Feature
Components: distribution
Affects Versions: 1.0
Reporter: Alex Herbert
The exponential distribution is currently parameterized by the mean. This
matches the parameterization used by SciPy and Matlab.
The distribution can also be parameterized by the rate. This is the
parameterization used by R and Mathematica.
A distribution for the rate can be created as:
{code:java}
double rate = ...
ExponentialDistribution dist = ExponentialDistribution.of(1 / rate);{code}
The formulas for the two parameterization are simple rearrangements. In certain
cases direct use of the rate formula can have a large difference to the mean
formula.
Investigate the option to provide a rate parameterization as:
{noformat}
ExponentialDistribution dist = ExponentialDistribution.ofRate(rate);{noformat}
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