[MATH-1462] EmpiricalDistribution:inverseCumulativeProbability return Infinity

• Type: Bug
• Status: Resolved
• Priority: Critical
• Resolution: Not A Problem
• Affects Version/s: 3.6.1
• Assignee: Amar Prakash Pandey
• Reporter: elyes belarbi
• Created: 11/Jun/18 10:58
• Updated: 03/Jan/24 09:59
• Resolved: 18/Jul/21 16:42

Description

Hi,

inverseCumulativeProbability(0.5) return "infinity" which is absurd while it return correct values for 0.499999 and 0.511111, Here is the test :

double[] data = {6464.0205, 6449.1328, 6489.4569, 6497.5533, 6251.6487, 6252.6513, 6339.7883,
6356.2622, 6222.1251, 6157.3813, 6242.4741, 6332.5347, 6468.0633, 6471.2319, 6473.9929, 6589.1322, 
6511.2191, 6339.4349, 6307.7735, 6288.0915, 6354.0572, 6385.8283, 6325.3756, 6433.1699, 6433.6507, 
6424.6806, 6380.5268, 6407.6705, 6241.2198, 6230.3681, 6367.5943, 6358.4817, 6272.8039, 6269.0211, 
6312.9027, 6349.5926, 6404.0775, 6326.986, 6283.8685, 6309.9021, 6336.8554, 6389.1598, 6281.0372, 
6304.8852, 6359.2651, 6426.519, 6400.3926, 6440.6798, 6292.5812, 6398.4911, 6307.0002, 6284.2111, 6271.371, 6368.6377, 6323.3372, 6276.2155, 
6335.0117, 6319.2466, 6252.9969, 6445.2074, 6461.3944, 6384.1345};

EmpiricalDistribution ed = new EmpiricalDistribution(data.length);
ed.load(data);

double p50 = ed.inverseCumulativeProbability(0.5);
double p51 = ed.inverseCumulativeProbability(0.51111);
double p49 = ed.inverseCumulativeProbability(0.49999);

assertTrue(p51<6350);
assertTrue(p49<6341);
assertTrue(p50<7000);

 Any clue to fix this ?

 

Issue Links

• relates to: MATH-1431 EmpiricalDistribution cumulativeProbability can return NaN when evaluated within an empty bin.
• relates to: MATH-1353 "EmpiricalDistribution" has various shortcomings
• Testing discovered: MATH-1616 Refactor "EmpiricalDistribution" class