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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1065) EnumeratedRealDistribution.inverseCumulativeProbability returns values not in the samples set
Date Sun, 01 Dec 2013 19:20:35 GMT

    [ https://issues.apache.org/jira/browse/MATH-1065?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13836098#comment-13836098
] 

Thomas Neidhart commented on MATH-1065:
---------------------------------------

Thanks for the better explanation of the problem.
I am still searching for a mathematical definition of such a distribution as I mainly looked
at the referenced wikipedia page and derived the above algorithm from the cdf graph that is
available there, although I am of course unsure if it is correct.

> 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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