Re: [Boost-bugs] [Boost C++ Libraries] #9672: PDF and CDF of a laplace distribution throwing domain_error

Subject: Re: [Boost-bugs] [Boost C++ Libraries] #9672: PDF and CDF of a laplace distribution throwing domain_error
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2014-02-18 06:19:29

#9672: PDF and CDF of a laplace distribution throwing domain_error
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  Reporter:  HS <tan@…>               |      Owner:  pbristow
      Type:  Feature Requests         |     Status:  new
 Milestone:  To Be Determined         |  Component:  math
   Version:  Boost Development Trunk  |   Severity:  Showstopper
Resolution:                           |   Keywords:
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Comment (by HS <tan@…>):

 Replying to [comment:1 johnmaddock]:
 > Originally we did not allow non-finite arguments anywhere, however, in
 the last release that should have been - mostly - fixed to allow infinite
 random variables when that made sense.  Paul, I think you made those
 changes, were these distributions included?


 Dear John,

 Thank you for your comment.

 I actually would expect every distribution function to be defined on the
 whole real line.  And since each distribution function is often for us a
 "terminal function"---eg. determining P-values or critical values of
 statistical tests, I would also expect its implementation to support
 infinities (due to overflow when calculating a test statistic) and NaN
 (from 0/0 say).  However, I do expect the distribution parameters to take
 on valid finite values only---conceptually, we cannot use a "normal
 distribution with infinite mean"; here, I would expect an implementation
 to throw the domain_error like your team is doing, or---my preference---to
 return NaN.

 But that is just my opinion as a statistician.

 With best regards,[[br]]
 HS

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/9672#comment:4>
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