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https://issues.apache.org/jira/browse/MATH-167?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz resolved MATH-167.
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Resolution: Fixed
While the t, F and Gamma distributions all use convergents (which may fail to
converge for tail probabilities), there is no obvious way (to me at least) to
test and set uniform bounds as we did for the Normal distribution in the fix
applied in r558450. Since this issue was reported against the Normal
distribution, I am resolving this issue as fixed.
> ConvergenceException in normal CDF
> ----------------------------------
>
> Key: MATH-167
> URL: https://issues.apache.org/jira/browse/MATH-167
> Project: Commons Math
> Issue Type: Bug
> Reporter: Mikko Kauppila
> Priority: Minor
> Fix For: 1.2
>
>
> NormalDistributionImpl::cumulativeProbability(double x) throws
> ConvergenceException
> if x deviates too much from the mean. For example, when x=+/-100, mean=0,
> sd=1.
> Of course the value of the CDF is hard to evaluate in these cases,
> but effectively it should be either zero or one.
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