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From Jörg Henning <joerg.henn...@spectos.com>
Subject Re: [MATH] Strange issue with FDistribution
Date Thu, 25 Sep 2008 08:27:37 GMT
thanks for your reply Phil. As requested, I opened a Bug in JIRA.
(Please give me a hint if I messed anything up)

Anyone knows a possible quick-fix or workaround on the issue? 

On Wed, 2008-09-24 at 21:37 -0400, Phil Steitz wrote:
> This looks like a bug.  At least it is a documentation bug.  Can you pls 
> open a JIRA ticket so we do not lose track of it.  Follow the 
> instructions here
> http://commons.apache.org/math/issue-tracking.html
> Thanks for reporting this.
> 
> Phil
> 
> 
> Jörg Henning wrote:
> > 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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> >   
> 
> 
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Jörg Henning
Teamleiter SpectosSolutions

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