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Posted to issues@commons.apache.org by GitBox <gi...@apache.org> on 2021/07/28 16:51:23 UTC

[GitHub] [commons-statistics] aherbert opened a new pull request #28: STATISTICS-32: New "survivalProbability" function for all discrete distributions

aherbert opened a new pull request #28:
URL: https://github.com/apache/commons-statistics/pull/28


   While a naive implementation would simply be
   `1-cumulativeProbability`, that would result
   in loss of precision.
   
   For many of the current discrete distributions a higher
   precision survival probability is calculated.
   
   For others, it is simply `1-cumulativeProbability`.
   
   Many tests were added to verify the following:
   - the precision of cumulativeProbability
   - the precision of survivalProbability
   - That survivalProbabiliy is near 1-cumulative
   - That survival and cumulative probabilities are
     complementary
   
   Through this development, certain distributions
   were found lacking precision for their
   cumulativeProbabilities and were improved.
   
   These were:
   
   - BinomialDistribution
   
   Expanding the tests for the Pascal distribution for the degenerate cases
   found a bug in the p=1 degenerate case when x=0. The NaN return value
   has been corrected to either 0 (x=0) or -infinity (x!=0).


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[GitHub] [commons-statistics] asfgit merged pull request #28: STATISTICS-32: New "survivalProbability" function for all discrete distributions

Posted by GitBox <gi...@apache.org>.

asfgit merged pull request #28:
URL: https://github.com/apache/commons-statistics/pull/28


   


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