[jira] [Created] (MATH-957) Use analytical function for UniformRealDistribution.inverseCumulativeProbability
Evan Ward created MATH-957:
Summary: Use analytical function for UniformRealDistribution.inverseCumulativeProbability
URL: https://issues.apache.org/jira/browse/MATH-957 Project: Commons Math
Issue Type: Bug
Affects Versions: 3.2
Reporter: Evan Ward
The inverse CDF is currently solved by a root finding function. It would be much simpler (and faster) to use the analytical expression. This would save the user from having to set the inverseCumAccuracy correctly.
I've attached a patch that implements this.
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