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Posted to dev@commons.apache.org by Roman Leventov <le...@gmail.com> on 2019/02/13 12:12:19 UTC
[STATISTICS] Possible imprecision or bias of BinomialDistribution.inverseCumulativeProbability()
or NormalDistribution.inverseCumulativeProbability()
I try to approximate inverse CDF of BinomialDistribution with inverse CDF
of NormalDistribution. Works pretty well, but there is a noticeable bias,
that may be a sign of some imprecision or bias in either
BinomialDistribution.inverseCumulativeProbability(), or
NormalDistribution.inverseCumulativeProbability(), or both.
See
https://stats.stackexchange.com/questions/392281/approximation-of-inverse-cdf-of-binomial-distribution-with-inverse-cdf-of-normal
.
Re: [STATISTICS] Possible imprecision or bias of BinomialDistribution.inverseCumulativeProbability()
or NormalDistribution.inverseCumulativeProbability()
Posted by Eric Barnhill <er...@gmail.com>.
I have read the Stack Overflow thread and will give a look at you rminimal
working example.
On Wed, Feb 13, 2019 at 10:45 AM Gilles Sadowski <gi...@gmail.com>
wrote:
> Hi.
>
> Le mer. 13 févr. 2019 à 13:12, Roman Leventov <le...@gmail.com> a
> écrit :
> >
> > I try to approximate inverse CDF of BinomialDistribution with inverse CDF
> > of NormalDistribution. Works pretty well, but there is a noticeable bias,
> > that may be a sign of some imprecision or bias in either
> > BinomialDistribution.inverseCumulativeProbability(), or
> > NormalDistribution.inverseCumulativeProbability(), or both.
>
> Thanks for your interest.
> Review, documentation, unit tests and patches are welcome. :-)
>
> Regards,
> Gilles
>
> >
> > See
> >
> https://stats.stackexchange.com/questions/392281/approximation-of-inverse-cdf-of-binomial-distribution-with-inverse-cdf-of-normal
> > .
>
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>
Re: [STATISTICS] Possible imprecision or bias of BinomialDistribution.inverseCumulativeProbability()
or NormalDistribution.inverseCumulativeProbability()
Posted by Gilles Sadowski <gi...@gmail.com>.
Hi.
Le mer. 13 févr. 2019 à 13:12, Roman Leventov <le...@gmail.com> a écrit :
>
> I try to approximate inverse CDF of BinomialDistribution with inverse CDF
> of NormalDistribution. Works pretty well, but there is a noticeable bias,
> that may be a sign of some imprecision or bias in either
> BinomialDistribution.inverseCumulativeProbability(), or
> NormalDistribution.inverseCumulativeProbability(), or both.
Thanks for your interest.
Review, documentation, unit tests and patches are welcome. :-)
Regards,
Gilles
>
> See
> https://stats.stackexchange.com/questions/392281/approximation-of-inverse-cdf-of-binomial-distribution-with-inverse-cdf-of-normal
> .
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