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From "Yuji Uchiyama (Created) (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-718) inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.
Date Sun, 04 Dec 2011 00:42:39 GMT
inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.
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                 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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