david cogen created MATH-1146:
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Summary: class Mean returns incorrect result after processing an
Infinity value
Key: MATH-1146
URL: https://issues.apache.org/jira/browse/MATH-1146
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.3
Reporter: david cogen
1. Create a Mean object.
2. call increment() with Double.POSITIVE_INFINITY.
3. Call getResult(). Result is INFINITY as expected.
4. call increment() with 0.
5. Call getResult(). Result is NaN; not INFINITY as expected.
This is apparently due to the "optimization" for calculating mean described in
the javadoc. Rather than accumulating a sum, it maintains a running mean value
using the formula "m = m + (new value - m) / (number of observations)", which
unlike the "definition way", fails after an infinity.
I was using Mean within a SummaryStatistics. Other statistics also seem to be
affected; for example, the standard deviation also incorrectly gives NaN rather
than Infinity. I don't know if that's due to the error in Mean or if the other
stats classes have similar bugs.
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