Characteristic (support, mean, variance, ...) on Distributions
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Key: MATH-385
URL: https://issues.apache.org/jira/browse/MATH-385
Project: Commons Math
Issue Type: New Feature
Reporter: Mikkel Meyer Andersen
I wish that the Distributions could contain some characteristics. For example
support, mean, and variance.
Support:
AbstractContinuousDistribution and AbstractIntegerDistribution should have
double getSupport{Lower, Upper}Bound() and int getSupport{Lower, Upper}Bound(),
respectively. Also methods a la boolean isSupport{Lower, Upper}BoundInclusive()
on AbstractContinuousDistribution should reflect if the support is open of
closed. In practise the implemented distributions are easy since the support
for all continuous distributions are real intervals (connected sets), and the
support for all the discrete distributions are connected integer sets. This
means that the lower and upper bound (together with isSupport{Lower,
Upper}BoundInclusive() on AbstractContinuousDistribution because it is not
needed on the discrete distributions because of their nature) are sufficient
for determine the support.
Mean and variance:
double get{Mean, Variance}() should be on AbstractDistribution.
With such characteristic an invalidateParameters-method might come in handy
because they often depend on the parameters. The characteristics should not be
calculated before the first time they are get'ted, and when calculated, they
should be saved for later use. When parameters change, an
invalidateParameters-method should be called to force the characteristics to be
recalculated.
Values such as Double.POSITIVE_INFINITY, Double.NEGATIVE_INFINITY, and
Double.NaN should be used where appropriate.
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