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From Jörg Henning <joerg.henn...@spectos.com>
Subject [MATH] Strange issue with FDistribution
Date Wed, 24 Sep 2008 08:48:52 GMT
Hello,
        
I'm relatively new to this kind of stuff, so pardon me, if I get some
things wrong.
        
We are using the FDistributionImpl from the commons.math project to do
some statistical calculations, namely receiving the upper and lower
boundaries of a confidence interval. Everything is working fine and the
results are matching our reference calculations.

However, the FDistribution behaves strange if a
denominatorDegreeOfFreedom of 2 is used, with an alpha-value of 0.95.
This results in an IllegalArgumentsException, stating:
        
Invalid endpoint parameters:  lowerBound=0.0 initial=Infinity
upperBound=1.7976931348623157E308
        
coming from
org.apache.commons.math.analysis.UnivariateRealSolverUtils.bracket
        
The problem is the 'initial' parameter to that function, wich is
POSITIVE_INFINITY and therefore not within the boundaries. I already
pinned down the problem to the FDistributions getInitialDomain()-method,
wich goes like:

        return getDenominatorDegreesOfFreedom() /
                    (getDenominatorDegreesOfFreedom() - 2.0);
        
Obviously, in case of denominatorDegreesOfFreedom == 2, this must lead
to a division-by-zero, resulting in POSTIVE_INFINITY. The result of this
operation is then directly passed into the
UnivariateRealSolverUtils.bracket() - method as second argument.
        
        
Can someone explain what this behaviour is about? Why should a
degreeOfFreedom of 2 not be allowed? Shouldn't this fact be mentioned in
the API-documentation? Is there a possible workaround?
        
Thanks in advance, 
        
        
joerx



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