Arman Bilge created MATH-1384:
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Summary: HypergeometricDistribution logProbability() returns NaN
for edge cases
Key: MATH-1384
URL: https://issues.apache.org/jira/browse/MATH-1384
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0, 4.0
Reporter: Arman Bilge
Priority: Minor
For certain edge cases, HypergeometricDistribution.logProbability() will return
NaN.
To compute the hypergeometric log probability, three binomial log probabilities
are computed and then combined accordingly. The implementation is essentially
the same as in BinomialDistribution.logProbability() and uses the
SaddlePointExpansion. However, the Binomial implementation includes an extra
check for the edge case of 0 trials which the HyperGeometric lacks.
An example call which fails is:
new HypergeometricDistribution(null, 11, 0, 1).logProbability(0)
which returns NaN instead of 0.0.
Note that
new HypergeometricDistribution(null, 10, 0, 1).logProbability(0)
returns 0 as expected.
Possible fixes:
1. Check for the edge cases and return appropriate values. This would make the
code somewhat more complex.
2. Instead of duplicating the implementation use
BinomialDistribution.logProbability(). This is much simpler/more readable but
will reduce performance as each call to BinomialDistribution.logProbability()
makes redundant checks of validity of input parameters etc.
I am happy to submit a PR at the GitHub repo implementing either 1 or 2 with
the necessary tests.
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