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Date: Sun, 25 Nov 2012 16:02:58 +0000 (UTC)
From: =?utf-8?Q?S=C3=A9bastien_Brisard_=28JIRA=29?= <jira@apache.org>
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Subject: [jira] [Commented] (MATH-738) Incomplete beta function I(x, a, b)
 is inaccurate for large values of a and/or b
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    [ https://issues.apache.org/jira/browse/MATH-738?page=3Dcom.atlassian.j=
ira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=3D135035=
06#comment-13503506 ]=20

S=C3=A9bastien Brisard commented on MATH-738:
----------------------------------------

In {{r1413366}}, implemented Gamma.logGammaMinusLogGammaSum, which maps (a,=
 b) to log[=CE=93(b) / =CE=93(a + b)].
               =20
> Incomplete beta function I(x, a, b) is inaccurate for large values of a a=
nd/or b
> -------------------------------------------------------------------------=
-------
>
>                 Key: MATH-738
>                 URL: https://issues.apache.org/jira/browse/MATH-738
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>            Reporter: S=C3=A9bastien Brisard
>            Assignee: S=C3=A9bastien Brisard
>              Labels: special-functions
>             Fix For: 3.1, 4.0
>
>
> This was first reported in MATH-718. The result of the current implementa=
tion of the incomplete beta function I(x, a, b) is inaccurate when a and/or=
 b are large-ish.=20
> I've skimmed through [slatec|http://www.netlib.org/slatec/fnlib/betai.f],=
 GSL, [Boost|http://www.boost.org/doc/libs/1_38_0/libs/math/doc/sf_and_dist=
/html/math_toolkit/special/sf_beta/ibeta_function.html] as well as NR. At f=
irst sight, neither uses the same method to compute this function. I think =
[TOMS-708|http://www.netlib.org/toms/708] is probably the best option.

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