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https://issues.apache.org/jira/browse/MATH-699?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13146814#comment-13146814
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Sébastien Brisard commented on MATH-699:
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{quote}
A different idea for solving the bracketing issue: We could solve the inverse
cdf calculation by transforming the domain [-∞;+∞] to [-1;+1] with arctan. More
precisely, we could do the first iterations of the solving step on the
transformed domain, and we can go back to original domain as soon as +/-1
aren't interval limits any more.
{quote}
Is it not a "disguised" bracketting step, with a somewhat more clever way of
sampling the reals (as opposed to arithmetic progression)? In this case, maybe
it would be just as simple to perform a bracketting step, with *geometric*
progression (as proposed by Christian), when one of the bounds of the support
is not finite.
{quote}
only 0<p<1 needs to be handled
{quote}
I guess you mean by that that what should be done is
* return {{getSupportLowerBound()}} when {{p == 0}},
* return {{getSupportUpperBound()}} when {{p == 1}}.
This means that the contract of
{{getSupportLowerBound()}}/{{getSupportUpperBound()}} *requires* that the
returned values are actually the *best* bounds on the support. While I have no
problem with this sound requirement, I don't think this is currently stated
clearly in the Javadoc, but I'm no native english speaker...
> inverseCumulativeDistribution fails with cumulative distribution having a
> plateau
> ---------------------------------------------------------------------------------
>
> Key: MATH-699
> URL: https://issues.apache.org/jira/browse/MATH-699
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Sébastien Brisard
> Assignee: Sébastien Brisard
> Priority: Minor
> Attachments: AbstractContinuousDistributionTest.java
>
>
> This bug report follows MATH-692. The attached unit test fails. As required
> by the definition in MATH-692, the lower-bound of the interval on which the
> cdf is constant should be returned. This is not so at the moment.
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