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

["Benjamin W Trent (Jira)" <ji...@apache.org>]

Benjamin W Trent created STATISTICS-31:
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             Summary: 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


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 `1 - cdf(x)`, 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:

 

```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);
}

```

 



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