[jira] [Updated] (MATH-1462) EmpiricalDistribution:inverseCumulativeProbability return Infinity

["Gilles Sadowski (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-1462?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles Sadowski updated MATH-1462:
----------------------------------
    Fix Version/s: 4.0

> EmpiricalDistribution:inverseCumulativeProbability return Infinity
> ------------------------------------------------------------------
>
>                 Key: MATH-1462
>                 URL: https://issues.apache.org/jira/browse/MATH-1462
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.6.1
>            Reporter: elyes belarbi
>            Priority: Critical
>             Fix For: 4.0
>
>
> Hi,
> inverseCumulativeProbability(0.5) return "infinity" which is absurd while it return correct values for 0.499999 and 0.511111, Here is the test :
> {code:java}
> double[] data = {6464.0205, 6449.1328, 6489.4569, 6497.5533, 6251.6487, 6252.6513, 6339.7883,
> 6356.2622, 6222.1251, 6157.3813, 6242.4741, 6332.5347, 6468.0633, 6471.2319, 6473.9929, 6589.1322, 
> 6511.2191, 6339.4349, 6307.7735, 6288.0915, 6354.0572, 6385.8283, 6325.3756, 6433.1699, 6433.6507, 
> 6424.6806, 6380.5268, 6407.6705, 6241.2198, 6230.3681, 6367.5943, 6358.4817, 6272.8039, 6269.0211, 
> 6312.9027, 6349.5926, 6404.0775, 6326.986, 6283.8685, 6309.9021, 6336.8554, 6389.1598, 6281.0372, 
> 6304.8852, 6359.2651, 6426.519, 6400.3926, 6440.6798, 6292.5812, 6398.4911, 6307.0002, 6284.2111, 6271.371, 6368.6377, 6323.3372, 6276.2155, 
> 6335.0117, 6319.2466, 6252.9969, 6445.2074, 6461.3944, 6384.1345};
> EmpiricalDistribution ed = new EmpiricalDistribution(data.length);
> ed.load(data);
> double p50 = ed.inverseCumulativeProbability(0.5);
> double p51 = ed.inverseCumulativeProbability(0.51111);
> double p49 = ed.inverseCumulativeProbability(0.49999);
> assertTrue(p51<6350);
> assertTrue(p49<6341);
> assertTrue(p50<7000);
> {code}
>  Any clue to fix this ?
>  



--
This message was sent by Atlassian Jira
(v8.3.4#803005)