Aleksei Dievskii created MATH-1039:
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Summary: Logarithmic probability and density calculations for the
distributions
Key: MATH-1039
URL: https://issues.apache.org/jira/browse/MATH-1039
Project: Commons Math
Issue Type: New Feature
Reporter: Aleksei Dievskii
Priority: Minor
A person working with fairly small probabilities and densities often employs
their logarithms to increase precision and decrease the chance of an underflow.
However, just taking a log of the probability() or density() return value
doesn't necessary solve the problem, as these methods themselves could have
lost precision or underflowed. This patch introduces new logProbability() and
logDensity() methods overriden for many relevant distribution. The patch also
introduces tests of these new methods.
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