[ot-users] Bug in distribution algebra
phil.fernandes at enbridge.com
Thu Oct 5 00:31:26 CEST 2017
I've come across some odd behavior when subtracting a normal distribution from a Weibull, e.g.,
x_dist = ot.Weibull(0.11838, 1.6767, -0.034709)
y_dist = ot.Normal(0.354331, 0.354331*0.0235)
ls_dist = x_dist - y_dist
The PDF function is correct, but the CDF and Quantile functions are nonsensical. I have uploaded figures showing this behavior here: https://imgur.com/a/GoVw3
Are there any caveats to be aware of when doing distribution algebra in OpenTurns? If I reverse the subtraction, i.e., y_dist - x_dist, then subtract the resulting CDF from 1, I get what appears to be the CDF I am looking for.
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