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From Sébastien Brisard (Commented) (JIRA) <j...@apache.org>
Subject [jira] [Commented] (MATH-718) inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.
Date Sun, 04 Dec 2011 09:23:40 GMT

    [ https://issues.apache.org/jira/browse/MATH-718?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13162326#comment-13162326
] 

Sébastien Brisard commented on MATH-718:
----------------------------------------

Hi Yuji,
thanks for reporting this. For version 3.0, we are currently reshaping the package distribution,
and the next item on the list was inverseCumulativeProbability for discrete distributions
(see MATH-699). So I'll gladly look into the reported bug.
As for version 2.2, I don't really know how to include the correction (if possible).
Sébastien
                
> inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.
> ------------------------------------------------------------------------------------------
>
>                 Key: MATH-718
>                 URL: https://issues.apache.org/jira/browse/MATH-718
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.2, 3.0
>            Reporter: Yuji Uchiyama
>
> The inverseCumulativeProbability method of the BinomialDistributionImpl class returns
wrong value for large trials.  Following code will be reproduce the problem.
> {{System.out.println(new BinomialDistributionImpl(1000000, 0.5).inverseCumulativeProbability(0.5));}}
> This returns 499525, though it should be 499999.
> I'm not sure how it should be fixed, but the cause is that the cumulativeProbability
method returns Infinity, not NaN.  As the result the checkedCumulativeProbability method doesn't
work as expected.

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