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  1. Commons Math
  2. MATH-227

denominatorDegreeOfFreedom in FDistribution leads to IllegalArgumentsException in UnivariateRealSolverUtils.bracket

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 1.2
    • Fix Version/s: None
    • Labels:
      None
    • Environment:

      Java 1.5.0_15, Linux

      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.

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            • Assignee:
              brentworden Brent Worden
              Reporter:
              joerx Joerg Henning
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              • Created:
                Updated:
                Resolved: