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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-718) inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.
Date Sun, 20 May 2012 21:42:41 GMT

    [ https://issues.apache.org/jira/browse/MATH-718?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13279875#comment-13279875
] 

Thomas Neidhart commented on MATH-718:
--------------------------------------

I further looked into this with relation to MATH-785. First of all, in the original bug report,
the reporter mentions that the expected result should be 499999 which is wrong, imho it should
be 500000.

After implementing the modified Lentz-Thompson algorithm, the results for the BinomialDistribution
of large trials show correct results.
                
> 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
>
>
> 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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