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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Comment Edited] (MATH-460) Levy Distribution
Date Wed, 26 Sep 2012 21:25:08 GMT

    [ https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13448513#comment-13448513
] 

Phil Steitz edited comment on MATH-460 at 9/27/12 8:25 AM:
-----------------------------------------------------------

Thanks, Andrew!

What we are trying to capture in "support" is the smallest closed set whose complement has
probability zero.  The definitions of getSupportUpperBound and getSupportLowerBound in the
RealDistribution javadoc roughly correspond to this in the case where the distribution is
continuous with connected support (every interval of positive length between lower and upper
support bounds has positive mass).  The isSupportConnected property says that there are no
such gaps.  This is used by the default inverse cumulative probability method.  The isSupportXxxBoundInclusive
methods are no longer used; but should be interpreted to mean that these values are within
the domain of the density function (i.e. density does not return NaN, an infinity or throw).
                
      was (Author: psteitz):
    Thanks, Andrew!

What we are trying to capture in "support" is the smallest closed set whose complement has
probability zero.  The definitions of getSupportUpperBound and getSupportLowerBound in the
RealDistribution javadoc roughly correspond to this in the case where the distribution is
continuous with connected support (every interval of positive length between lower and upper
support bounds has positive mass).  The isSupportConnected property says that there are no
such gaps.  This is used by the default inverse cumulative probability method.  The isSupportXxxBoundInclusive
methods are no longer used; but should be interpreted to mean that these values are within
the domain of the density function (i.e. density does not return NaN, and infinity or throw).
                  
> Levy Distribution
> -----------------
>
>                 Key: MATH-460
>                 URL: https://issues.apache.org/jira/browse/MATH-460
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Pavel Ryzhov
>            Priority: Minor
>             Fix For: 3.2
>
>         Attachments: levy_math_460.patch
>
>
> Pretty straightforward implementation of Levy Distribution (not Levy alpha-stable) according
to http://en.wikipedia.org/wiki/Lévy_distribution.

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