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https://issues.apache.org/jira/browse/MATH-282?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12741161#action_12741161
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Phil Steitz commented on MATH-282:
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Unfortunately, from R and [1], it looks like the value in the issue report
should be ~ 1 - 10^-13, and I don't like the idea of top-coding with such a
tight bound. Need to look at the regularized gamma approximation.
[1] "The Moment Bound Is Tighter Than Chernoff's Bound for Positive Tail
Probabilities", Thomas K Philips, Randolph Nelson, American Statistician 1995
vol. 49 (May, 1995) pp. 175-178
> ChiSquaredDistributionImpl.cumulativeProbability > 1
> ----------------------------------------------------
>
> Key: MATH-282
> URL: https://issues.apache.org/jira/browse/MATH-282
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 1.0, 1.1, 1.2, 2.0
> Environment: called from Scala code
> Reporter: Adam Kiezun
> Fix For: 2.1
>
> Attachments: math-282.patch
>
>
> Calling
> new ChiSquaredDistributionImpl(1.0).cumulativeProbability(66.41528551683048)
> returns 1.000000000000004, which is bogus (should never be > 1)
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