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

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

    [ https://issues.apache.org/jira/browse/STATISTICS-31?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17380769#comment-17380769 ] 

Benjamin W Trent commented on STATISTICS-31:
--------------------------------------------

I am happy to work on this myself. 

> 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
>
> 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:
>  
> ```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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