[MATH-227] denominatorDegreeOfFreedom in FDistribution leads to IllegalArgumentsException in UnivariateRealSolverUtils.bracket

• Type: Bug
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 1.2

Environment

Java 1.5.0_15, Linux

• Assignee: Brent Worden
• Reporter: Joerg Henning
• Created: 25/Sep/08 08:23
• Updated: 23/Jul/12 23:24
• Resolved: 26/Sep/08 03:11

Description

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.