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Posted to commits@commons.apache.org by ah...@apache.org on 2023/02/17 18:16:41 UTC
[commons-statistics] 02/02: Correct inverse survival function definition.
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-statistics.git
commit 7b62d17a7f34d96580dc7160ade80c7170a488eb
Author: aherbert <ah...@apache.org>
AuthorDate: Fri Feb 17 17:41:32 2023 +0000
Correct inverse survival function definition.
SF = P(X > x) and not P(X >= x)
---
.../statistics/distribution/ContinuousDistribution.java | 4 ++--
.../commons/statistics/distribution/DiscreteDistribution.java | 4 ++--
src/site/xdoc/userguide/index.xml | 11 ++++++-----
3 files changed, 10 insertions(+), 9 deletions(-)
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java
index 1860ac6..dfed1bf 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/ContinuousDistribution.java
@@ -122,8 +122,8 @@ public interface ContinuousDistribution {
* returned value is:
*
* <p>\[ x = \begin{cases}
- * \inf \{ x \in \mathbb R : P(X \ge x) \le p\} & \text{for } 0 \le p \lt 1 \\
- * \inf \{ x \in \mathbb R : P(X \ge x) \lt 1 \} & \text{for } p = 1
+ * \inf \{ x \in \mathbb R : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\
+ * \inf \{ x \in \mathbb R : P(X \gt x) \lt 1 \} & \text{for } p = 1
* \end{cases} \]
*
* <p>By default, this is defined as {@code inverseCumulativeProbability(1 - p)}, but
diff --git a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java
index 815cb94..bc99e52 100644
--- a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java
+++ b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/DiscreteDistribution.java
@@ -136,8 +136,8 @@ public interface DiscreteDistribution {
* the returned value is:
*
* <p>\[ x = \begin{cases}
- * \inf \{ x \in \mathbb Z : P(X \ge x) \le p\} & \text{for } 0 \le p \lt 1 \\
- * \inf \{ x \in \mathbb Z : P(X \ge x) \lt 1 \} & \text{for } p = 1
+ * \inf \{ x \in \mathbb Z : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\
+ * \inf \{ x \in \mathbb Z : P(X \gt x) \lt 1 \} & \text{for } p = 1
* \end{cases} \]
*
* <p>If the result exceeds the range of the data type {@code int},
diff --git a/src/site/xdoc/userguide/index.xml b/src/site/xdoc/userguide/index.xml
index ad4e074..4ddcee5 100644
--- a/src/site/xdoc/userguide/index.xml
+++ b/src/site/xdoc/userguide/index.xml
@@ -165,8 +165,8 @@ double p3 = pd.probability(4, 5);
</p>
<p>
\[ x = \begin{cases}
- \inf \{ x \in \mathbb R : P(X \ge x) \le p\} & \text{for } 0 \le p \lt 1 \\
- \inf \{ x \in \mathbb R : P(X \ge x) \lt 1 \} & \text{for } p = 1
+ \inf \{ x \in \mathbb R : P(X \gt x) \le p\} & \text{for } 0 \le p \lt 1 \\
+ \inf \{ x \in \mathbb R : P(X \gt x) \lt 1 \} & \text{for } p = 1
\end{cases} \]
</p>
<source class="prettyprint">
@@ -177,9 +177,10 @@ double x2 = n.inverseSurvivalProbability(1e-300);
</source>
<p>
For discrete <code>F</code>, the definition is the same, with \( \mathbb Z \)
- (the integers) in place of \( \mathbb R \) (but note that, in the discrete case,
- the ≥ in the definition can make a difference when <code>p</code> is an attained
- value of the distribution).
+ (the integers) in place of \( \mathbb R \). Note that, in the discrete case,
+ the strict inequality on \( p \) in the definition can make a difference when
+ \( p \) is an attained value of the distribution. For example moving to the next
+ larger value of \( p \) will return the value \( x + 1 \) for inverse CDF.
</p>
<p>
All distributions provide accessors for the parameters used to create the distribution,