denominatorDegreeOfFreedom in FDistribution leads to IllegalArgumentsException
in UnivariateRealSolverUtils.bracket
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Key: MATH-227
URL: https://issues.apache.org/jira/browse/MATH-227
Project: Commons Math
Issue Type: Bug
Affects Versions: 1.2
Environment: Java 1.5.0_15, Linux
Reporter: Joerg Henning
Priority: Minor
Fix For: Nightly Builds
We are using the FDistributionImpl from the commons.math project to do
some statistical calculations, namely receiving the upper and lower
boundaries of a confidence interval. Everything is working fine and the
results are matching our reference calculations.
However, the FDistribution behaves strange if a
denominatorDegreeOfFreedom of 2 is used, with an alpha-value of 0.95.
This results in an IllegalArgumentsException, stating:
Invalid endpoint parameters: lowerBound=0.0 initial=Infinity
upperBound=1.7976931348623157E308
coming from
org.apache.commons.math.analysis.UnivariateRealSolverUtils.bracket
The problem is the 'initial' parameter to that function, wich is
POSITIVE_INFINITY and therefore not within the boundaries. I already
pinned down the problem to the FDistributions getInitialDomain()-method,
wich goes like:
return getDenominatorDegreesOfFreedom() /
(getDenominatorDegreesOfFreedom() - 2.0);
Obviously, in case of denominatorDegreesOfFreedom == 2, this must lead
to a division-by-zero, resulting in POSTIVE_INFINITY. The result of this
operation is then directly passed into the
UnivariateRealSolverUtils.bracket() - method as second argument.
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