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Posted to issues@commons.apache.org by "Evan Ward (JIRA)" <ji...@apache.org> on 2013/03/27 20:19:16 UTC

[jira] [Created] (MATH-957) Use analytical function for UniformRealDistribution.inverseCumulativeProbability

Evan Ward created MATH-957:
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             Summary: Use analytical function for UniformRealDistribution.inverseCumulativeProbability
                 Key: MATH-957
                 URL: https://issues.apache.org/jira/browse/MATH-957
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.2
            Reporter: Evan Ward


The inverse CDF is currently solved by a root finding function. It would be much simpler (and faster) to use the analytical expression. This would save the user from having to set the inverseCumAccuracy correctly.

I've attached a patch that implements this.

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