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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1065) EnumeratedRealDistribution.inverseCumulativeProbability returns values not in the samples set
Date Sun, 24 Nov 2013 17:13:36 GMT

    [ https://issues.apache.org/jira/browse/MATH-1065?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13830983#comment-13830983
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Phil Steitz commented on MATH-1065:
-----------------------------------

I think the intent of this class is to represent a discrete, but real-valued distribution.
 EnumeratedDistributions are discrete distributions with a finite, "enumerated" set of values.
 The problem here is that EnumeratedRealDistribution extends AbstractRealDistribution and
does not override the default inverse cum method that basically assumes a continuous distribution.
 What it should implement is something like the discrete algorithm implemented in AbstractIntegerDistribution.
 I agree this is a bug and I think the correct fix is to implement inverseCumulativeProbability
in EnumeratedRealDistribution by adapting the implementation of this method in AbstractIntegerDistribution.

> EnumeratedRealDistribution.inverseCumulativeProbability returns values not in the samples
set
> ---------------------------------------------------------------------------------------------
>
>                 Key: MATH-1065
>                 URL: https://issues.apache.org/jira/browse/MATH-1065
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.2
>            Reporter: matteodg
>             Fix For: 4.0, 3.3
>
>         Attachments: EnumeratedRealDistributionTest.java
>
>
> The method EnumeratedRealDistribution.inverseCumulativeProbability() sometimes returns
values that are not in the initial samples domain...
> I will attach a test to exploit this bug.



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