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https://issues.apache.org/jira/browse/MATH-227?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Brent Worden resolved MATH-227.
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Resolution: Fixed
Assignee: Brent Worden
SVN 699157. fixed in trunk.
> denominatorDegreeOfFreedom in FDistribution leads to
> IllegalArgumentsException in UnivariateRealSolverUtils.bracket
> -------------------------------------------------------------------------------------------------------------------
>
> 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
> Assignee: Brent Worden
> 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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