[jira] [Resolved] (STATISTICS-31) Add survival probability function to continuous distributions

["Alex Herbert (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/STATISTICS-31?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Alex Herbert resolved STATISTICS-31.
------------------------------------
    Fix Version/s: 1.0
       Resolution: Implemented

> Add survival probability function to continuous distributions
> -------------------------------------------------------------
>
>                 Key: STATISTICS-31
>                 URL: https://issues.apache.org/jira/browse/STATISTICS-31
>             Project: Apache Commons Statistics
>          Issue Type: New Feature
>            Reporter: Benjamin W Trent
>            Priority: Major
>             Fix For: 1.0
>
>          Time Spent: 1h 20m
>  Remaining Estimate: 0h
>
> It is useful to know the [survival function|https://en.wikipedia.org/wiki/Survival_function] of a number given a continuous distribution.
> While this can be approximated with
> {noformat}
> 1 - cdf(x){noformat}
> , there is an opportunity for greater accuracy in certain distributions.
>  
> A good example of this is the gamma distribution. The survival function for that distribution would probably look similar to:
>  
> {code:java}
> @Override
>  public double survivalProbability(double x) {
>      if (x <= SUPPORT_LO) {
>          return 1;
>      } else if (x >= SUPPORT_HI) {
>          return 0;
>      }
>      return RegularizedGamma.Q.value(shape, x / scale);
> }
> {code}
>  



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