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https://issues.apache.org/jira/browse/MATH-718?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13253360#comment-13253360
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Thomas Neidhart edited comment on MATH-718 at 4/13/12 1:22 PM:
---------------------------------------------------------------
The problem Christian described wrt the PascalDistribution is a simple integer
overflow in the class itself:
{noformat}
public double cumulativeProbability(int x) {
double ret;
if (x < 0) {
ret = 0.0;
} else {
ret = Beta.regularizedBeta(probabilityOfSuccess,
numberOfSuccesses, x + 1);
}
return ret;
}
{noformat}
when x = Integer.MAX_VALUE, adding 1 to it will result in an overflow. As the
parameter of regularizedBeta is anyway a double, it should be cast to
long/double before the addition.
Edit: Similar things happen btw also in other Distribution implementations, so
it should be fixed also there, e.g. BinomialDistribution
was (Author: tn):
The problem Christian described wrt the PascalDistribution is a simple
integer overflow in the class itself:
{noformat}
public double cumulativeProbability(int x) {
double ret;
if (x < 0) {
ret = 0.0;
} else {
ret = Beta.regularizedBeta(probabilityOfSuccess,
numberOfSuccesses, x + 1);
}
return ret;
}
{noformat}
when x = Integer.MAX_VALUE, adding 1 to it will result in an overflow. As the
parameter of regularizedBeta is anyway a double, it should be cast to
long/double before the addition.
> inverseCumulativeProbability of BinomialDistribution returns wrong value for
> large trials.
> ------------------------------------------------------------------------------------------
>
> Key: MATH-718
> URL: https://issues.apache.org/jira/browse/MATH-718
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.2, 3.0
> Reporter: Yuji Uchiyama
> Assignee: Sébastien Brisard
> Fix For: 3.1, 4.0
>
>
> The inverseCumulativeProbability method of the BinomialDistributionImpl class
> returns wrong value for large trials. Following code will be reproduce the
> problem.
> {{System.out.println(new BinomialDistributionImpl(1000000,
> 0.5).inverseCumulativeProbability(0.5));}}
> This returns 499525, though it should be 499999.
> I'm not sure how it should be fixed, but the cause is that the
> cumulativeProbability method returns Infinity, not NaN. As the result the
> checkedCumulativeProbability method doesn't work as expected.
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