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  1. Commons Math
  2. MATH-1498

getNumericalVariance of LogisticDistribution is incorrect

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    Details

    • Type: Bug
    • Status: Open
    • Priority: Minor
    • Resolution: Unresolved
    • Affects Version/s: 3.6.1
    • Fix Version/s: None
    • Labels:
      None
    • Environment:

      Windows, Java 8

      Description

      The variance of a logistic distribution returned by LogisticDistribution.getNumericalVariance() is incorrect:

      It is computed by (MathUtils.PI_SQUARED / 3.0) * (1.0 / (s * s));

      it should be (MathUtils.PI_SQUARED / 3.0) * (s * s);

      Compare Wikipedia: https://en.wikipedia.org/wiki/Logistic_distribution

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            • Assignee:
              Unassigned
              Reporter:
              WFR WFR
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