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From "Nipun Jawalkar (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-311) Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)
Date Tue, 27 Oct 2009 21:16:59 GMT
Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist
on the wiki page)
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                 Key: MATH-311
                 URL: https://issues.apache.org/jira/browse/MATH-311
             Project: Commons Math
          Issue Type: Improvement
            Reporter: Nipun Jawalkar
            Priority: Minor


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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