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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-282) ChiSquaredDistributionImpl.cumulativeProbability > 1
Date Mon, 01 Mar 2010 20:20:05 GMT

    [ https://issues.apache.org/jira/browse/MATH-282?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12839839#action_12839839
] 

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

Thanks, Luc! 

Here is the perhaps strange logic explaining the odd exception nesting that you pointed out.
 When a cumulativeProbability function returns NaN in the context of estimating inverse cum,
the immediate exception is really a bad-value-returned exception, not a FunctionEvaluationException
- there is no exception encountered evaluating the function, it just returns a bad value -
so I code it as MathException.  The exception that the caller gets is FunctionEvaluationException,
because there is in fact an error evaluating the inverse cum.  Wrapped inside is the MathException
with the message indicating that NaN was returned by a cum activation.   

I guess it comes down to how we view FunctionEvaluationException and in particular is it appropriate
to throw when NaN is returned by a method that logically should not return NaNs.  Thinking
some more about this, I think so, so I will change the patch to throw FunctionEvaluationException
in the first incidence.

Thanks again for looking at this carefully.  I am glad I got the translations right - the
one I was worried about was as much English as French - "diverge to NaN" makes me cringe a
little ;)

> 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
>            Assignee: Phil Steitz
>             Fix For: 2.1
>
>         Attachments: distributions.patch, 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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