Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-718

inverseCumulativeProbability of BinomialDistribution returns wrong value for large trials.

Rank to TopRank to BottomBulk Copy AttachmentsBulk Move AttachmentsVotersWatch issueWatchersConvert to sub-taskLinkCloneUpdate Comment AuthorReplace String in CommentUpdate Comment VisibilityDelete Comments
    XMLWordPrintableJSON

Details

    • Bug
    • Status: Closed
    • Major
    • Resolution: Fixed
    • 2.2, 3.0
    • 3.1
    • None
    • 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.

      Attachments

        1. MATH-718.diff
          4 kB
          Thomas Neidhart

        Issue Links

        Activity

          This comment will be Viewable by All Users Viewable by All Users
          Cancel

          People

            Unassigned Unassigned
            uchiyama Yuji Uchiyama
            Votes:
            1 Vote for this issue
            Watchers:
            3 Start watching this issue

            Dates

              Created:
              Updated:
              Resolved:

              Slack

                Issue deployment