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From "Sean Owen (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1056) Small error in PoissonDistribution.nextPoisson() algorithm
Date Sun, 03 Nov 2013 14:21:20 GMT

     [ https://issues.apache.org/jira/browse/MATH-1056?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Sean Owen updated MATH-1056:
----------------------------

    Attachment: MATH-1056.patch

> Small error in PoissonDistribution.nextPoisson() algorithm
> ----------------------------------------------------------
>
>                 Key: MATH-1056
>                 URL: https://issues.apache.org/jira/browse/MATH-1056
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.2
>            Reporter: Sean Owen
>            Priority: Minor
>         Attachments: MATH-1056.patch
>
>
> Here's a tiny bug I noticed via static inspection, since it flagged the integer division.
PoissonDistribution.java:325 says:
> {code:java}
> final double a1 = FastMath.sqrt(FastMath.PI * twolpd) * FastMath.exp(1 / 8 * lambda);
> {code}
> The "1 / 8 * lambda)" is evidently incorrect, since this will always evaluate to 0. I
rechecked the original algorithm (http://luc.devroye.org/devroye-poisson.pdf) and it should
instead be:
> {code:java}
> final double a1 = FastMath.sqrt(FastMath.PI * twolpd) * FastMath.exp(1 / (8 * lambda));
> {code}
> (lambda is a double so there is no int division issue.) This matches a later expression.
> I'm not sure how to evaluate the effect of the bug. Better to be correct of course; it
may never have made much practical difference.



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