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Posted to issues@commons.apache.org by "James Kaufman (Commented) (JIRA)" <ji...@apache.org> on 2012/04/12 19:11:19 UTC

[jira] [Commented] (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=13252598#comment-13252598 ] 

James Kaufman commented on MATH-718:
------------------------------------

I just wanted to let you know that our open source project (http://www.eclipse.org/stem/) needs this function and we are eagerly awaiting the update. We are experiencing the issue of wrong values for large trials.
                
> 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
>
>
> 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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