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extreme value distribution's mean/std fail for location=0 #139

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jzmaddock opened this issue Jul 31, 2018 · 0 comments
Closed

extreme value distribution's mean/std fail for location=0 #139

jzmaddock opened this issue Jul 31, 2018 · 0 comments

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@jzmaddock
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Extreme value distribution's mean and standard_deviation use both detail::check_scale for location parameter a, which seems wrong, as there's no limitation for location parameter a (besides being finite).

This causes even a standard extreme value distribution to fail:

BOOST_AUTO_TEST_CASE(checkScaleIssueMean)
{
	boost::math::extreme_value_distribution<> G;

	boost::math::mean(G);
}

BOOST_AUTO_TEST_CASE(checkScaleIssueStd)
{
	boost::math::extreme_value_distribution<> G;

	boost::math::standard_deviation(G);
}

with

std::domain_error: Error in function boost::math::mean(const extreme_value_distribution<double>&): Scale parameter is 0, but must be > 0 !

std::domain_error: Error in function boost::math::standard_deviation(const extreme_value

Moved from Trac.
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@jzmaddock