computes the probability for distribution dist to generate a sample that has a lower PDF than example.
computes the rarer probability for each exi.
Details and Options
- RarerProbability computes Probability[PDF[dist,y]<PDF[dist,x],ydist].
- RarerProbability can be seen as a multivariate extension of p-value used in statistics. If dist is univariate, continuous and symmetric, the rarer probability is equal to the "two-tailed" p-value.
- RarerProbability is used to define anomalies in AnomalyDetection, FindAnomalies or DeleteAnomalies.
Introduced in 2019