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

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

ASF GitHub Bot (Jira)
WFR created MATH-1498:
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             Summary: 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


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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