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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-718) inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.
Date Sun, 20 May 2012 21:56:41 GMT

     [ https://issues.apache.org/jira/browse/MATH-718?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Thomas Neidhart updated MATH-718:
---------------------------------

    Attachment: MATH-718.diff

The attached diff files shows the (preliminary) implementation of the modified Lentz-Thompson
algorithm. There are in fact several unit tests that fail now, but this may be related to
more accurate results. Relevant tests that use data from R or NIST datasets run successfully.

Need to go through all failing tests and check the reason why they fail with this patch.
                
> 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
>            Assignee: S├ębastien Brisard
>             Fix For: 3.1, 4.0
>
>         Attachments: MATH-718.diff
>
>
> 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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