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Posted to issues@commons.apache.org by "Phil Steitz (JIRA)" <ji...@apache.org> on 2010/04/03 22:53:27 UTC

[jira] Closed: (MATH-311) Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)

     [ https://issues.apache.org/jira/browse/MATH-311?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Phil Steitz closed MATH-311.
----------------------------


> Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)
> -------------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-311
>                 URL: https://issues.apache.org/jira/browse/MATH-311
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Nipun Jawalkar
>            Priority: Minor
>             Fix For: 2.1
>
>         Attachments: BinomialDistributionPatch.txt
>
>
> The existing PDF for Binomial distributions cannot handle n>1029. This implementation of Catherine Loader's algorithm can handle n upto and larger than 1000000. The Commons-Math wiki page has a wishlist entry asking for this, with a link to the paper describing the new algorithm:  http://projects.scipy.org/scipy/raw-attachment/ticket/620/loader2000Fast.pdf
> I've updated the probability() function in BInomialDistributionImpl.java, as well as the unit test for this method. The updated unit test has higher precision expected values, which were calculated with Mathematica 6.

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