commit | 63d477c41f102aed39b7469625a9471e55601720 | [log] [tgz] |
---|---|---|
author | aherbert <aherbert@apache.org> | Wed Jul 28 17:50:09 2021 +0100 |
committer | aherbert <aherbert@apache.org> | Thu Jul 29 17:14:20 2021 +0100 |
tree | c32a357f6c5c08a1223f5f793ac312f7ec701284 | |
parent | fa9d1a88d6e007de2354caefee08767b0c7c9c73 [diff] |
STATISTICS-32: New "survivalProbability" function for all discrete distributions. 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 - HypergeometricDistribuion 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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