Re: [Boost-bugs] [Boost C++ Libraries] #12407: typos/bugs in arcsine CDF and support?

Subject: Re: [Boost-bugs] [Boost C++ Libraries] #12407: typos/bugs in arcsine CDF and support?
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2016-08-30 10:49:02

#12407: typos/bugs in arcsine CDF and support?
-------------------------------+----------------------------------
  Reporter:  maciej.swat@…     |      Owner:  johnmaddock
      Type:  Bugs              |     Status:  closed
 Milestone:  To Be Determined  |  Component:  math
   Version:  Boost 1.61.0      |   Severity:  Cosmetic
Resolution:  fixed             |   Keywords:  arcsine distribution
-------------------------------+----------------------------------

Comment (by pbristow):

 OK - I said I'd do some homework, and I have, starting with reading the
 original post and grabbing hold of the right end of the stick ;-)

 https://reference.wolfram.com/language/ref/ArcSinDistribution.html warns
 of
 "PDF ... potential singularities (where it asymptotically approaches
 infinity) at points near both xmin and xmax" but is quiet about what
 happens at the max and min.

 So I agree with John on this issue, and supporting [0, 1] is consistent
 with other Boost math implementations.

 I think it provides the most convenient match of the infinite precision
 math to the digital floating-point implementation.  We signal the
 singularity by returning infinity rather than throwing an exception (or
 whatever) to the input. We think this is commonly convenient for users.

 Users can very easily intercept values that are at the min or max before
 the PDF or CDF call if they wish to catch and handle this in some
 different way.

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/12407#comment:5>
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