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https://issues.apache.org/jira/browse/STATISTICS-39?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alex Herbert updated STATISTICS-39:
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Attachment: pdf_error.jpg
> Correct the switch of function evaluation in the GammaDistribution
> ------------------------------------------------------------------
>
> Key: STATISTICS-39
> URL: https://issues.apache.org/jira/browse/STATISTICS-39
> Project: Apache Commons Statistics
> Issue Type: Improvement
> Components: distribution
> Affects Versions: 1.0
> Reporter: Alex Herbert
> Priority: Major
> Attachments: pdf_error.jpg
>
>
> The Gamma distribution density is not accurate when shape < 1. There are
> extensive tests related to MATH-753 [7] for accuracy of the Gamma
> distribution. These test shape >= 1. The work requires extension to smaller
> shapes where the density -> infinite as X -> 0. When shape >= 1 then density
> -> 0 as X -> 0 (see [https://en.wikipedia.org/wiki/Gamma_distribution]).
> This results in inaccuracy of the Chi-squared distribution which uses
> Gamma(df/2, 2) when the degrees of freedom (df) are < 2. I've read the code
> and the documentation for the Boost functions which the code is based on and
> I think the switch to the alternative computation to avoid overflow is
> currently not working for all cases.
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