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From "Nipun Jawalkar (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-311) Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)
Date Tue, 27 Oct 2009 21:18:59 GMT

     [ https://issues.apache.org/jira/browse/MATH-311?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Nipun Jawalkar updated MATH-311:
--------------------------------

    Attachment: BinomialDistributionPatch.txt

Path to update both BinomialDistributionImpl.java as well as the matching unit test, BinomialDistributionTest.java

> Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as
per wishlist on the wiki page)
> -------------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-311
>                 URL: https://issues.apache.org/jira/browse/MATH-311
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Nipun Jawalkar
>            Priority: Minor
>         Attachments: BinomialDistributionPatch.txt
>
>
> The existing PDF for Binomial distributions cannot handle n>1029. This implementation
of Catherine Loader's algorithm can handle n upto and larger than 1000000. The Commons-Math
wiki page has a wishlist entry asking for this, with a link to the paper describing the new
algorithm:  http://projects.scipy.org/scipy/raw-attachment/ticket/620/loader2000Fast.pdf
> I've updated the probability() function in BInomialDistributionImpl.java, as well as
the unit test for this method. The updated unit test has higher precision expected values,
which were calculated with Mathematica 6.

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