[MATH-311] Replaced the BinomialDistribution existing PDF with Catherine Loader's algorithm (as per wishlist on the wiki page)

• Type: Improvement
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Fix Version/s: 2.1
• Assignee: Unassigned
• Reporter: Nipun Jawalkar
• Created: 27/Oct/09 21:16
• Updated: 03/Apr/10 20:52
• Resolved: 28/Oct/09 20:03

Description

The existing PDF for Binomial distributions cannot handle n>1029. This implementation of Catherine Loader's algorithm can handle n upto and larger than 1000000. The Commons-Math wiki page has a wishlist entry asking for this, with a link to the paper describing the new algorithm: http://projects.scipy.org/scipy/raw-attachment/ticket/620/loader2000Fast.pdf

I've updated the probability() function in BInomialDistributionImpl.java, as well as the unit test for this method. The updated unit test has higher precision expected values, which were calculated with Mathematica 6.