[
https://issues.apache.org/jira/browse/STATISTICS-25?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17220330#comment-17220330
]
Gilles Sadowski commented on STATISTICS-25:
-------------------------------------------
{quote}I'm not a Python expert
{quote}
Thanks for the code pointers; but rather than try and figure out the code
differences, I'd rather start with comparing outputs. Thus, could you please
expand the above test with more values to check (the range should also contain
values where both libraries agree)?
IOW, could you print the output of
{code:java}
scipy.stats.t.cdf(0.025, 1)
scipy.stats.t.cdf(0.025, 10)
scipy.stats.t.cdf(0.025, 1e2)
scipy.stats.t.cdf(0.025, 1e3)
scipy.stats.t.cdf(0.025, 1e5)
scipy.stats.t.cdf(0.025, 1e10)
scipy.stats.t.cdf(0.025, 1e20)
scipy.stats.t.cdf(0.025, 1e40)
{code}
?
> T Distribution Inverse Cumulative Probability Function gives the Wrong Answer
> -----------------------------------------------------------------------------
>
> Key: STATISTICS-25
> URL: https://issues.apache.org/jira/browse/STATISTICS-25
> Project: Apache Commons Statistics
> Issue Type: Bug
> Reporter: Andreas Stefik
> Priority: Major
>
> Hi There,
> Given code like this:
>
> import org.apache.commons.math3.analysis.UnivariateFunction;
> import org.apache.commons.math3.analysis.solvers.BrentSolver;
> import org.apache.commons.math3.distribution.TDistribution;
> public class Main {
> public static void main(String[] args) {
> double df = 1E38;
> double t = 0.975;
> TDistribution dist = new TDistribution(df);
>
> double prob = dist.inverseCumulativeProbability(1.0 - t);
>
> System.out.println("Prob: " + prob);
> }
> }
>
> It is possible I am misunderstanding, but that seems equivalent to:
>
> scipy.stats.t.cdf(1.0 - 0.975, 1e38)
>
> In Python. They give different answers. Python gives 0.509972518193, which
> seems correct, whereas Apache Commons gives Prob: -6.462184036284304E-10.
> That's a huge difference.
> My hunch is that as you get closer to infinity it begins to fail, but I
> haven't checked carefully. For calls with much smaller degrees of freedom,
> you get answers that are basically the same as Python or online calculators.
>
--
This message was sent by Atlassian Jira
(v8.3.4#803005)
