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https://issues.apache.org/jira/browse/STATISTICS-31?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17380823#comment-17380823
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Benjamin W Trent commented on STATISTICS-31:
--------------------------------------------
Yes, that is what I am suggesting.
I have already began poking around here:
[https://github.com/benwtrent/commons-statistics/pull/1/files]
I am going to add more tests that exploit the `1-cdf` issue and tweak the
overrides to be more accurate.
Obviously, this is a draft and a WIP. Once ready, I will open a PR against the
repo's trunk.
> Add survival probability function to continuous distributions
> -------------------------------------------------------------
>
> Key: STATISTICS-31
> URL: https://issues.apache.org/jira/browse/STATISTICS-31
> Project: Apache Commons Statistics
> Issue Type: New Feature
> Reporter: Benjamin W Trent
> Priority: Major
>
> It is useful to know the [survival
> function|[https://en.wikipedia.org/wiki/Survival_function]] of a number given
> a continuous distribution.
> While this can be approximated with
> {noformat}
> 1 - cdf(x){noformat}
> , there is an opportunity for greater accuracy in certain distributions.
>
> A good example of this is the gamma distribution. The survival function for
> that distribution would probably look similar to:
>
> ```java
> @Override
> public double survivalProbability(double x) {
> if (x <= SUPPORT_LO)
> { return 1; }
> else if (x >= SUPPORT_HI)
> { return 0; }
> return RegularizedGamma.Q.value(shape, x / scale);
> }
> ```
>
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