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From "Mikkel Meyer Andersen (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-385) Characteristic (support, mean, variance, ...) on Distributions
Date Wed, 14 Jul 2010 22:35:50 GMT

    [ https://issues.apache.org/jira/browse/MATH-385?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12888583#action_12888583
] 

Mikkel Meyer Andersen commented on MATH-385:
--------------------------------------------

I agree that we need to handle non-connected support, and a isSupportConnected might be a
way to do it (dealing with it properly in {Lower, Upper}Bound-functions if it is not connected).
Or else we should think of support as an array of supports, but I think that would complicate
it all too much. But the idea might give rise to an Interval-class consisting of endpoints
(lower and upper bounds) together with indication of whether they are inclusive or not, and
whether the interval is continuous or discrete.

I would never expect to see NaN in support (I'm not sure if my expectations are valid), but
in mean and variance it is very reasonable to expect a NaN, e.g. is neither mean nor variance
defined for the Cauchy distribution.

Regarding the significance of the computations, you might be right. But I think it should
be possible to specify not to do it before get()'ting the mean etc. E.g. is the mean for the
Weibull constructed by computing a sum which might contain many terms depending on the parameters.
It would not be a problem in 3.0 when removing the ability to change the parameters. If we
simply add a boolean isMeanCalculated etc. this behavior can easily be obtained.

> Characteristic (support, mean, variance, ...) on Distributions
> --------------------------------------------------------------
>
>                 Key: MATH-385
>                 URL: https://issues.apache.org/jira/browse/MATH-385
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Mikkel Meyer Andersen
>   Original Estimate: 5h
>  Remaining Estimate: 5h
>
> I wish that the Distributions could contain some characteristics. For example support,
mean, and variance.
> Support:
> AbstractContinuousDistribution and AbstractIntegerDistribution should have double getSupport{Lower,
Upper}Bound() and int getSupport{Lower, Upper}Bound(), respectively. Also methods a la boolean
isSupport{Lower, Upper}BoundInclusive() on AbstractContinuousDistribution should reflect if
the support is open of closed. In practise the implemented distributions are easy since the
support for all continuous distributions are real intervals (connected sets), and the support
for all the discrete distributions are connected integer sets. This means that the lower and
upper bound (together with isSupport{Lower, Upper}BoundInclusive() on AbstractContinuousDistribution
because it is not needed on the discrete distributions because of their nature) are sufficient
for determine the support.
> Mean and variance:
> double get{Mean, Variance}() should be on AbstractDistribution.
> With such characteristic an invalidateParameters-method might come in handy because they
often depend on the parameters. The characteristics should not be calculated before the first
time they are get'ted, and when calculated, they should be saved for later use.  When parameters
change, an invalidateParameters-method should be called to force the characteristics to be
recalculated.
> Values such as Double.POSITIVE_INFINITY, Double.NEGATIVE_INFINITY, and Double.NaN should
be used where appropriate.

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