Mailing-List: contact issues-help@commons.apache.org; run by ezmlm
Precedence: bulk
Reply-To: issues@commons.apache.org
Date: Mon, 5 Jan 2015 15:45:35 +0000 (UTC)
From: "Sriram Natarajan (JIRA)" <jira@apache.org>
To: issues@commons.apache.org
Message-ID: <JIRA.12764837.1420429429000.10742.1420472735776@Atlassian.JIRA>
In-Reply-To: <JIRA.12764837.1420429429000@Atlassian.JIRA>
References: <JIRA.12764837.1420429429000@Atlassian.JIRA>
 <JIRA.12764837.1420429429865@arcas>
Subject: [jira] [Commented] (MATH-1185) Tail probability drops to zero
 beyond 10e-17 ?
MIME-Version: 1.0
Content-Type: text/plain; charset=utf-8
Content-Transfer-Encoding: 7bit


    [ https://issues.apache.org/jira/browse/MATH-1185?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14264696#comment-14264696 ] 

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

Thanks for the responses. I didn't think my post made it.

Stats packages like R, dcdf, Excel must be compromising with the precision in the representation before the exponent  in order to at least represent the order of magnitude of the probability (so a result upto Double.MinValue 2.2E-308 is feasible).  Isn't that what happens naturally? f(130)/100 would be the same number of digits but the exponent would change to -18. Is the decision made by R etc. in some way "wrong"?

http://en.wikipedia.org/wiki/Double-precision_floating-point_format does say that beyond 2^52 there are gaps in representable integers.  All that means is that the representation is not exact. AFAIK, even 0.1 does not have an exact representation as a double.  Hence 0.1 + 0.2 isn't exactly 0.3.

> 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?


--
This message was sent by Atlassian JIRA
(v6.3.4#6332)