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From "Sriram Natarajan (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1185) Tail probability drops to zero beyond 10e-17 ?
Date Fri, 09 Jan 2015 02:28:35 GMT

    [ https://issues.apache.org/jira/browse/MATH-1185?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14270433#comment-14270433
] 

Sriram Natarajan commented on MATH-1185:
----------------------------------------

Apache Math has the required function to calculate the tail probability directly and exactly.

import org.apache.commons.math3.special.Gamma

Gamma.regularizedGammaQ(11.5,65.5)  gives the tail probability as 4.199075982358542E-17

The first parameter is half the degrees of freedom (23/2) and the second parameter is critical_value/2
 (131/2).

The proposed

public double oneMinusCumulativeProbability(double x);

can be implemented using Gamma.regularizedGammaQ

Credit to Robert Dodier:
http://stackoverflow.com/questions/27773499/why-does-tail-probability-in-apache-math-drop-to-zero-after-1e-16



> Tail probability drops to zero beyond 10e-17 ?
> ----------------------------------------------
>
>                 Key: MATH-1185
>                 URL: https://issues.apache.org/jira/browse/MATH-1185
>             Project: Commons Math
>          Issue Type: Wish
>    Affects Versions: 3.3, 3.4
>            Reporter: Sriram Natarajan
>            Priority: Minor
>
> This could be a  simple question, In which case I can expect a clarification. If this
is the wrong place to post such a question, let me know.
> OS: Windows 8.1, Java 1.8.0_25
> ChiSquaredDistribution chisq = new ChiSquaredDistribution(23)
> 1.0 - chisq.cumulativeProbability(130) is  1.1102230246251565E-16
> 1.0 - chisq.cumulativeProbability(131) is  0.0  
> Am pretty sure it is not a formatting issue.  Is there a reason why the tail drops to
zero at this point?



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