WFR created MATH-1498:
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Summary: getNumericalVariance of LogisticDistribution is incorrect
Key: MATH-1498
URL: https://issues.apache.org/jira/browse/MATH-1498
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.6.1
Environment: Windows, Java 8
Reporter: WFR
The variance of a logistic distribution returned by
LogisticDistribution.getNumericalVariance() is incorrect:
It is computed by (MathUtils.{color:#9876aa}PI_SQUARED {color}/
{color:#6897bb}3.0{color}) * ({color:#6897bb}1.0 {color}/ ({color:#9876aa}s
{color}* {color:#9876aa}s{color})){color:#cc7832};{color}
{color:#cc7832}it should be {color}(MathUtils.{color:#9876aa}PI_SQUARED
{color}/ {color:#6897bb}3.0{color}) * ({color:#9876aa}s {color}*
{color:#9876aa}s{color}){color:#cc7832};{color}
{color:#cc7832}Compare Wikipedia:
https://en.wikipedia.org/wiki/Logistic_distribution{color}
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