[MATH-1431] EmpiricalDistribution cumulativeProbability can return NaN when evaluated within an empty bin.

• Type: Bug
• Status: Resolved
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.6.1
• Fix Version/s: 4.0
• Flags: Important
• Assignee: Unassigned
• Reporter: Jay
• Created: 29/Aug/17 20:51
• Updated: 31/May/21 01:52
• Resolved: 31/May/21 01:52

Description

The NaN can be reproduced by the following program. Evaluating at x = 0.3, it appeared that getkernel returned a NormalDistribution with mean of NaN and standardDeviation of NaN.

    final int len = 240000;
    double[] data = new double[len];
    for (int i = 0; i < len / 2; ++i) {
        data[i] = 0;
    }
    for (int i = len / 2 + 1; i < len ; ++i) {
        data[i] = 1;
    }

    int binCnt = Math.max(1, data.length / 10);
    EmpiricalDistribution edist = new EmpiricalDistribution(binCnt);
    edist.load(data);
    double x = 0.3;
    double y = edist.cumulativeProbability(x);
    System.out.println("y is " + y);

Issue Links

• is related to: MATH-1462 EmpiricalDistribution:inverseCumulativeProbability return Infinity