commit | 912bcf7a19566b711e3c6807255fc2b5ac8587a6 | [log] [tgz] |
---|---|---|
author | Benjamin Trent <4357155+benwtrent@users.noreply.github.com> | Wed Jul 14 11:54:24 2021 -0400 |
committer | Benjamin Trent <4357155+benwtrent@users.noreply.github.com> | Tue Jul 20 07:37:02 2021 -0400 |
tree | 278f90bb451d322597a73573d19847d964fe9ad7 | |
parent | 9ce7044562062bfcd4cd03f0ce6a0f56130ac5d6 [diff] |
STATISTICS-31: New "survivalProbability" function for all continuous distributions. This commit adds a new function for all continuous distributions `survivalProbability`. While a naive implementation would simply be `1-cumulativeProbability`, that would result in loss of precision. For many of the current cont. dist. 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. Those were: - CauchyDistribution - ExponentialDistribution - LogNormalDistribution - PretoDistribution - WeibullDistribution Addresses Jira: STATISTICS-31
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