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https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13448513#comment-13448513
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Phil Steitz commented on MATH-460:
----------------------------------
Thanks, Andrew!
What we are trying to capture in "support" is the smallest closed set whose
complement has probability zero. The definitions of getSupportUpperBound and
getSupportLowerBound in the RealDistribution javadoc roughly correspond to this
in the case where the distribution is continuous with connected support (every
interval of positive length between lower and upper support bounds has positive
mass). The isSupportConnected property says that there are no such gaps. This
is used by the default inverse cumulative probability method. The
isSupportXxxBoundInclusive methods are no longer used; but should be
interpreted to mean that these values are within the domain of the density
function (i.e. density does not return NaN, and infinity or throw).
> Levy Distribution
> -----------------
>
> Key: MATH-460
> URL: https://issues.apache.org/jira/browse/MATH-460
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Pavel Ryzhov
> Priority: Minor
> Fix For: 3.2
>
> Attachments: levy_math_460.patch
>
>
> Pretty straightforward implementation of Levy Distribution (not Levy
> alpha-stable) according to http://en.wikipedia.org/wiki/Lévy_distribution.
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