Affects Version/s: 1.2
Fix Version/s: None
Java 1.5.0_15, Linux
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
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.