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From "Brent Worden (JIRA)" <j...@apache.org>
Subject [jira] Resolved: (MATH-227) denominatorDegreeOfFreedom in FDistribution leads to IllegalArgumentsException in UnivariateRealSolverUtils.bracket
Date Fri, 26 Sep 2008 03:13:44 GMT

     [ https://issues.apache.org/jira/browse/MATH-227?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Brent Worden resolved MATH-227.
-------------------------------

    Resolution: Fixed
      Assignee: Brent Worden

SVN 699157.  fixed in trunk.

> denominatorDegreeOfFreedom in FDistribution leads to IllegalArgumentsException in UnivariateRealSolverUtils.bracket
> -------------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-227
>                 URL: https://issues.apache.org/jira/browse/MATH-227
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 1.2
>         Environment: Java 1.5.0_15, Linux
>            Reporter: Joerg Henning
>            Assignee: Brent Worden
>            Priority: Minor
>             Fix For: Nightly Builds
>
>
> We are using the FDistributionImpl from the commons.math project to do
> some statistical calculations, namely receiving the upper and lower
> boundaries of a confidence interval. Everything is working fine and the
> results are matching our reference calculations.
> However, the FDistribution behaves strange if a
> denominatorDegreeOfFreedom of 2 is used, with an alpha-value of 0.95.
> This results in an IllegalArgumentsException, stating:
>         
> Invalid endpoint parameters:  lowerBound=0.0 initial=Infinity
> upperBound=1.7976931348623157E308
>         
> coming from
> org.apache.commons.math.analysis.UnivariateRealSolverUtils.bracket
>         
> The problem is the 'initial' parameter to that function, wich is
> POSITIVE_INFINITY and therefore not within the boundaries. I already
> pinned down the problem to the FDistributions getInitialDomain()-method,
> wich goes like:
>         return getDenominatorDegreesOfFreedom() /
>                     (getDenominatorDegreesOfFreedom() - 2.0);
>         
> Obviously, in case of denominatorDegreesOfFreedom == 2, this must lead
> to a division-by-zero, resulting in POSTIVE_INFINITY. The result of this
> operation is then directly passed into the
> UnivariateRealSolverUtils.bracket() - method as second argument.

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