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https://issues.apache.org/jira/browse/MATH-280?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Luc Maisonobe closed MATH-280.
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closing resolved issue for 2.0 release
> bug in inverseCumulativeProbability() for Normal Distribution
> -------------------------------------------------------------
>
> Key: MATH-280
> URL: https://issues.apache.org/jira/browse/MATH-280
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 1.2
> Environment: Java 1.5
> Reporter: Michael Borcherds
> Assignee: Luc Maisonobe
> Fix For: 2.0
>
>
> * @version $Revision: 617953 $ $Date: 2008-02-02 22:54:00 -0700 (Sat, 02 Feb
> 2008) $
> */
> public class NormalDistributionImpl extends AbstractContinuousDistribution
> * @version $Revision: 506600 $ $Date: 2007-02-12 12:35:59 -0700 (Mon, 12 Feb
> 2007) $
> */
> public abstract class AbstractContinuousDistribution
> This code:
> DistributionFactory factory = app.getDistributionFactory();
> NormalDistribution normal =
> factory.createNormalDistribution(0,1);
> double result =
> normal.inverseCumulativeProbability(0.9772498680518209);
> gives the exception below. It should return (approx) 2.0000...
> normal.inverseCumulativeProbability(0.977249868051820); works fine
> These also give errors:
> 0.9986501019683698 (should return 3.0000...)
> 0.9999683287581673 (should return 4.0000...)
> org.apache.commons.math.MathException: Number of iterations=1, maximum
> iterations=2,147,483,647, initial=1, lower bound=0, upper
> bound=179,769,313,486,231,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,
> final a value=0, final b value=2, f(a)=-0.477, f(b)=0
> at
> org.apache.commons.math.distribution.AbstractContinuousDistribution.inverseCumulativeProbability(AbstractContinuousDistribution.java:103)
> at
> org.apache.commons.math.distribution.NormalDistributionImpl.inverseCumulativeProbability(NormalDistributionImpl.java:145)
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