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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-282) ChiSquaredDistributionImpl.cumulativeProbability > 1
Date Mon, 10 Aug 2009 01:20:14 GMT

    [ https://issues.apache.org/jira/browse/MATH-282?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12741161#action_12741161
] 

Phil Steitz commented on MATH-282:
----------------------------------

Unfortunately, from R and [1], it looks like the value in the issue report should be ~ 1 -
10^-13, and I don't like the idea of top-coding with such a tight bound. Need to look at the
regularized gamma approximation.

[1] "The Moment Bound Is Tighter Than Chernoff's Bound for Positive Tail Probabilities", Thomas
K Philips, Randolph Nelson,  American Statistician 1995 vol. 49 (May, 1995) pp. 175-178

> ChiSquaredDistributionImpl.cumulativeProbability > 1
> ----------------------------------------------------
>
>                 Key: MATH-282
>                 URL: https://issues.apache.org/jira/browse/MATH-282
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 1.0, 1.1, 1.2, 2.0
>         Environment: called from Scala code
>            Reporter: Adam Kiezun
>             Fix For: 2.1
>
>         Attachments: math-282.patch
>
>
> Calling 
> new ChiSquaredDistributionImpl(1.0).cumulativeProbability(66.41528551683048)
> returns 1.000000000000004, which is bogus (should never be > 1)

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