Details
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New Feature
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Status: Closed
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Major
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Resolution: Implemented
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None
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None
Description
It is useful to know the survival function of a number given a continuous distribution.
While this can be approximated with
1 - cdf(x)
, there is an opportunity for greater accuracy in certain distributions.
A good example of this is the gamma distribution. The survival function for that distribution would probably look similar to:
@Override public double survivalProbability(double x) { if (x <= SUPPORT_LO) { return 1; } else if (x >= SUPPORT_HI) { return 0; } return RegularizedGamma.Q.value(shape, x / scale); }
Attachments
Issue Links
- relates to
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STATISTICS-32 Add survival probability function to discrete distributions
- Closed