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Incorrect formula for Histogram distribution expected value #149

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rakhimov opened this issue Dec 21, 2016 · 2 comments
Closed

Incorrect formula for Histogram distribution expected value #149

rakhimov opened this issue Dec 21, 2016 · 2 comments

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@rakhimov
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The derivation of the expected value is incorrect for probability analysis;
however, the sampling of the distribution is correct for uncertainty analysis.
The confusion is related to the MEF issue: open-psa/mef#27

@rakhimov
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The fix contains an error in the interval weights missing the interval length.

@rakhimov rakhimov reopened this Dec 22, 2016
@rakhimov
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Nope, no error (false alarm)
http://www.cplusplus.com/reference/random/piecewise_constant_distribution/
contains wrong formula for the probability density.

@rakhimov rakhimov modified the milestones: v0.12.0, v0.11.6 Jan 23, 2017
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