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https://issues.apache.org/jira/browse/STATISTICS-36?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alex Herbert resolved STATISTICS-36.
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Fix Version/s: 1.0
Resolution: Fixed
Updated the BrentSolver accuracy thresholds in commit:
5b9cc0a230421ac01ca19c5de8b8cfeb535d7a27
Inverse probability functions should be accurate to close to 1 ULP.
> Optimise the default inverse CDF function for continuous distributions
> ----------------------------------------------------------------------
>
> Key: STATISTICS-36
> URL: https://issues.apache.org/jira/browse/STATISTICS-36
> Project: Apache Commons Statistics
> Issue Type: Improvement
> Components: distribution
> Affects Versions: 1.0
> Reporter: Alex Herbert
> Assignee: Alex Herbert
> Priority: Minor
> Fix For: 1.0
>
>
> Many distributions only compute the inverse CDF to 1e-9 relative error. Some
> fail to compute when the input p value maps to a very small x value (e.g.
> 1e-50). This is related to the defaults for the brent solver used in the
> default implementation.
> Investigation of tolerances in the brent solver discovered a bug when
> evaluating very small objective functions ([NUMBERS-168]).
> The brent solver requires a release to be used with this fix so work can use
> a local copy until all issues with it have been resolved, and the changes
> ported back to numbers.
>
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