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From "Phil Steitz (Commented) (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-699) inverseCumulativeDistribution fails with cumulative distribution having a plateau
Date Wed, 09 Nov 2011 03:07:52 GMT

    [ https://issues.apache.org/jira/browse/MATH-699?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13146739#comment-13146739
] 

Phil Steitz commented on MATH-699:
----------------------------------

Interesting idea.  Worth playing with.  One more archaeological fact that occurred to me is
that the current setup with domain upper / lower bounds used in bracketing was developed before
we required either mean or variance from distributions.  We now have getNumericalMean and
getNumericalVariance.  When these both exist and are finite, inequalities such as Chebyshev's
might be useful in setting up brackets.
                
> inverseCumulativeDistribution fails with cumulative distribution having a plateau
> ---------------------------------------------------------------------------------
>
>                 Key: MATH-699
>                 URL: https://issues.apache.org/jira/browse/MATH-699
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>            Reporter: S├ębastien Brisard
>            Assignee: S├ębastien Brisard
>            Priority: Minor
>         Attachments: AbstractContinuousDistributionTest.java
>
>
> This bug report follows MATH-692. The attached unit test fails. As required by the definition
in MATH-692, the lower-bound of the interval on which the cdf is constant should be returned.
This is not so at the moment.

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