Dear Well Howell, --- On Sun, 6/5/11, Well Howell <[email protected]> wrote:
> An interesting (but "homework-like" > ~;) question - and fun to answer too. > > Anyway, I'd probably compare GSL results with those from > other sources. > > I had easy access to gsl_cdf_binomial_P (v 1.14), R > pbinom(k,n,p), > binomCDF > (Excel 2007) and dcdflib (Fortran - Brown, Lovato & > Russel; U. Texas; > November, 1997). > > For a sample size of n=1000, a trial probability of p=0.01 > and number of > successes of > s=1 thru 40, the CDF values from dcdclib and the R 2.13.0 > stats package > pbinom() > function (http://cran.r-project.org/) show no > difference. > Thank you very much for your reply. It seems I was not clear with my question. I am not looking for a comparison with other libraries, but rather for information regarding the approximations used to obtain the values of CDF. What I am afraid of is that a Gaussian approximation is used for a large sample, rendering values in the tails of the distribution error-prone. I someone could provide any info on the subject or maybe point in the "right direction" , I would highly appreciate it. Thanks again ZF > > On 6/2/2011 12:49 AM, Z F wrote: > > Hello everybody, > > > > I was wondering if someone could comment on the > accuracy of gsl_cdf_binomial_P() function gsl implementation > for large n (n is about a few thousand). > > for different values of p and when the result of cdf > is in the tails ( small less then 0.05 and large -- above > 0.95) > > > > Thank you very much > > > > ZF > > > > > >
