[MATH-414] ConvergenceException in NormalDistributionImpl.cumulativeProbability()

• Type: Bug
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 2.1
• Fix Version/s: 2.2

Environment

Jdk 1.6.

• Assignee: Unassigned
• Reporter: Gustav Ryd
• Created: 31/Aug/10 11:01
• Updated: 23/Mar/11 20:20
• Resolved: 30/Nov/10 11:57

Description

I get a ConvergenceException in NormalDistributionImpl.cumulativeProbability() for very large/small parameters including Infinity, -Infinity.
For instance in the following code:

@Test
public void testCumulative() {
final NormalDistribution nd = new NormalDistributionImpl();
for (int i = 0; i < 500; i++) {
final double val = Math.exp;
try

{ System.out.println("val = " + val + " cumulative = " + nd.cumulativeProbability(val)); }

catch (MathException e)

{ e.printStackTrace(); fail(); }

}
}

In version 2.0, I get no exception.

My suggestion is to change in the implementation of cumulativeProbability(double) to catch all ConvergenceException (and return for very large and very small values), not just MaxIterationsExceededException.