Commons Math
  1. Commons Math
  2. MATH-718

inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.

    Details

    • Type: Bug Bug
    • Status: Closed
    • Priority: Major Major
    • Resolution: Fixed
    • Affects Version/s: 2.2, 3.0
    • Fix Version/s: 3.1
    • Labels:
      None

      Description

      The inverseCumulativeProbability method of the BinomialDistributionImpl class returns wrong value for large trials. Following code will be reproduce the problem.

      System.out.println(new BinomialDistributionImpl(1000000, 0.5).inverseCumulativeProbability(0.5));

      This returns 499525, though it should be 499999.

      I'm not sure how it should be fixed, but the cause is that the cumulativeProbability method returns Infinity, not NaN. As the result the checkedCumulativeProbability method doesn't work as expected.

      1. MATH-718.diff
        4 kB
        Thomas Neidhart

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            • Assignee:
              Unassigned
              Reporter:
              Yuji Uchiyama
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                Updated:
                Resolved:

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