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From Gilles <gil...@harfang.homelinux.org>
Subject Re: [math] tail probabilites
Date Sun, 11 Jan 2015 16:26:21 GMT
On Fri, 09 Jan 2015 10:55:53 -0700, Phil Steitz wrote:
> There is a feature request implicit in MATH-1185 - to add direct
> computation of (upper) tail probabilities, so users can avoid loss
> of significance errors when computing them from cumulative
> probabilities, which is the only thing they can do with current
> implementations.  In some cases, we can fairly easily provide direct
> estimates; in others, not so easy.
>
> What might make sense would be:
>
> *  Add an upperTail(x) method to the 4.0 distributions interface
> (maybe with a better name)
> *  Add default implementation to AbstractXxDistribution (3.x and 4)
> that returns naive results
> *  Add - and doc - better implementations for individual
> distributions as and when we get them

+1
[Although we could consider throwing an exception instead of
returning the naive result. Or one method that would throw
and one that would return possibly inaccurate results.]


Gilles

> Phil


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