Subject: Re: [Boost-bugs] [Boost C++ Libraries] #9966: exponential_distribution returns negative zero
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2015-02-27 15:48:58
#9966: exponential_distribution returns negative zero
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Reporter: mazzamuto@⦠| Owner: no-maintainer
Type: Bugs | Status: new
Milestone: To Be Determined | Component: random
Version: Boost 1.48.0 | Severity: Problem
Resolution: | Keywords:
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Comment (by steven_watanabe):
Replying to [comment:4 mazzamuto@â¦]:
> I agree that the problem is not with the sign. Indeed I recognize that
the documentation states: The domain of the random variable is [0, +Inf].
Which documentation? I don't see any such statement in
the Boost.Random docs.
> This causes another problem with the upper limit +Inf being documented
as included. For example, this code should produce the minimum and maximum
values obtainable from exponential_distribution with lambda=1:
An exponential_distribution should never produce +Inf. Theoretically,
lim_{x->\inf} p(x) = 0, so while the values can be arbitrarily large, the
distribution should never produce infinity. We have to approximate the
distribution, because floating point cannot represent every real number,
but adding +Inf as a possible output would severely bias the distribution
(i.e. the mean would become +Inf). I can't think of any circumstances
where I would want it to return +Inf.
-- Ticket URL: <https://svn.boost.org/trac/boost/ticket/9966#comment:5> Boost C++ Libraries <http://www.boost.org/> Boost provides free peer-reviewed portable C++ source libraries.
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