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  1. Commons Statistics
  2. STATISTICS-31

Add survival probability function to continuous distributions

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Details

    • New Feature
    • Status: Closed
    • Major
    • Resolution: Implemented
    • None
    • 1.0
    • distribution
    • 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);
      }
      

       

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              Unassigned Unassigned
              benwtrent Ben Trent
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                Updated:
                Resolved:

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