Hi, I've just stumbled across a somewhat strange behaviour when I evaluated:
np.random.standard_t(np.inf) and got NaN back. The limit of df going to infinity in Student's t-distribution is a Gaussian, so I'd expect a Gaussian variate back (but I suppose a warning or error could be argued to be valid). Note that R explicitly supports this[1] and results in Gaussian behaviour[2]. It looks relatively easy to modify random_standard_t (in distributions.c) to get similar behaviour, but wanted to check if this behaviour was deliberate before opening an issue. In fact it looks like the precision of doubles limit df > ~1e35 to be Gaussian[3], which might compile down to something smaller than a call to isfinite() as well as catching more cases[4]. Thanks! Sam [1] https://search.r-project.org/R/refmans/stats/html/TDist.html [2] R source, src/nmath/rt.c, src/nmath/dt.c, etc. [3] np.random.gamma(1e35, size=100) - 1e35 [4] https://godbolt.org/z/KcvY8sKd3 _______________________________________________ NumPy-Discussion mailing list -- numpy-discussion@python.org To unsubscribe send an email to numpy-discussion-le...@python.org https://mail.python.org/mailman3/lists/numpy-discussion.python.org/ Member address: arch...@mail-archive.com
