As Brent says in the latest comment on the bug report, the cumulative
probability does seem to be behaving as its mathematical definition
specifies. Perhaps what is wanted by the reporter is not just the
cumulative probability at a point n but rather the difference between
the cumulative probabilities at two points surrounding n, e.g,
cumulativeProbability(n + 1) - cumulativeProbability(n - 1) for the
discrete case (or x + dx and x - dx for the continuous case).
Al
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http://issues.apache.org/bugzilla/show_bug.cgi?id=28829
[bug report] Commons-Math binomial distribution method returns 1
when it should return 0
Summary: [bug report] Commons-Math binomial distribution method
returns 1 when it should return 0
Product: Commons
Version: unspecified
Platform: All
URL: http://http://
OS/Version: All
Status: NEW
Severity: Normal
Priority: Other
Component: Math
AssignedTo: [EMAIL PROTECTED]
ReportedBy: [EMAIL PROTECTED]
I wanted to open a ticket for this issue so we can address it formally.
-Mark.
-------- Original Message --------
Dear Mark,
I'm not sure if you're the right person to inform about this, but we believe
there is an error in the results produced by the
org.apache.commons.math.distribution.BinomialDistributionImpl.cumulativeProbability(int
numberOfSuccesses) method.
When the probability of success is zero, and numberOfSuccesses is greater than
zero, we would expect the cumulative probability to be zero. The
result returned
is, however, one.
org.apache.commons.math.distribution.BinomialDistributionImpl.probability(int
numberOfSuccesses) behaves as expected.
Obviously this is very easy to workaround, but I thought the development team
should know.
After significant testing on these two functions we are preparing to use the
commons math package in a production application, and would like to thank you
and the other members of the team for starting work on this project. We
understand that the library is in development, and despite the extra
integration
work that will be required by us as the library develops, the
software you have
developed is already of great use.
Best regards,
David Morgan-Brown
Deutsche Bank
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Mark Diggory
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Harvard MIT Data Center
http://www.hmdc.harvard.edu
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Albert Davidson Chou
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