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Posted to issues@commons.apache.org by "Thomas Neidhart (JIRA)" <ji...@apache.org> on 2012/05/21 00:00:42 UTC
[jira] [Comment Edited] (MATH-718) inverseCumulativeProbability of
BinomialDistribution returns wrong value for large trials.
[ https://issues.apache.org/jira/browse/MATH-718?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13279877#comment-13279877 ]
Thomas Neidhart edited comment on MATH-718 at 5/20/12 9:59 PM:
---------------------------------------------------------------
The attached diff file shows the (preliminary) implementation of the modified Lentz-Thompson algorithm. There are in fact several unit tests that fail now, but this may be related to more accurate results. Relevant tests that use data from R or NIST datasets run successfully.
Need to go through all failing tests and check the reason why they fail with this patch.
Edit: re-uploaded the diff file as it was broken.
was (Author: tn):
The attached diff files shows the (preliminary) implementation of the modified Lentz-Thompson algorithm. There are in fact several unit tests that fail now, but this may be related to more accurate results. Relevant tests that use data from R or NIST datasets run successfully.
Need to go through all failing tests and check the reason why they fail with this patch.
> inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.
> ------------------------------------------------------------------------------------------
>
> Key: MATH-718
> URL: https://issues.apache.org/jira/browse/MATH-718
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.2, 3.0
> Reporter: Yuji Uchiyama
> Assignee: Sébastien Brisard
> Fix For: 3.1, 4.0
>
> Attachments: MATH-718.diff
>
>
> The inverseCumulativeProbability method of the BinomialDistributionImpl class returns wrong value for large trials. Following code will be reproduce the problem.
> {{System.out.println(new BinomialDistributionImpl(1000000, 0.5).inverseCumulativeProbability(0.5));}}
> This returns 499525, though it should be 499999.
> I'm not sure how it should be fixed, but the cause is that the cumulativeProbability method returns Infinity, not NaN. As the result the checkedCumulativeProbability method doesn't work as expected.
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