[jira] [Commented] (MATH-1498) getNumericalVariance of LogisticDistribution is incorrect

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[jira] [Commented] (MATH-1498) getNumericalVariance of LogisticDistribution is incorrect

Richard (Jira)

    [ https://issues.apache.org/jira/browse/MATH-1498?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16927724#comment-16927724 ]

Alex D Herbert commented on MATH-1498:
--------------------------------------

Thanks for the report.

The distributions in the most recent commons-math4 project have been moved to the new commons-statistics project. This code is currently unreleased and I have fixed the bug.


> getNumericalVariance of LogisticDistribution is incorrect
> ---------------------------------------------------------
>
>                 Key: MATH-1498
>                 URL: https://issues.apache.org/jira/browse/MATH-1498
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.6.1
>         Environment: Windows, Java 8
>            Reporter: WFR
>            Priority: Minor
>   Original Estimate: 2h
>  Remaining Estimate: 2h
>
> The variance of a logistic distribution returned by LogisticDistribution.getNumericalVariance() is incorrect:
> It is computed by (MathUtils.{color:#9876aa}PI_SQUARED {color}/ {color:#6897bb}3.0{color}) * ({color:#6897bb}1.0 {color}/ ({color:#9876aa}s {color}* {color:#9876aa}s{color})){color:#cc7832};{color}
> {color:#cc7832}it should be {color}(MathUtils.{color:#9876aa}PI_SQUARED {color}/ {color:#6897bb}3.0{color}) * ({color:#9876aa}s {color}* {color:#9876aa}s{color}){color:#cc7832};{color}
> {color:#cc7832}Compare Wikipedia: https://en.wikipedia.org/wiki/Logistic_distribution{color}



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