Hello,
I'm relatively new to this kind of stuff, so pardon me, if I get some
things wrong.
We are using the FDistributionImpl from the commons.math project to do
some statistical calculations, namely receiving the upper and lower
boundaries of a confidence interval. Everything is working fine and the
results are matching our reference calculations.
However, the FDistribution behaves strange if a
denominatorDegreeOfFreedom of 2 is used, with an alpha-value of 0.95.
This results in an IllegalArgumentsException, stating:
Invalid endpoint parameters: lowerBound=0.0 initial=Infinity
upperBound=1.7976931348623157E308
coming from
org.apache.commons.math.analysis.UnivariateRealSolverUtils.bracket
The problem is the 'initial' parameter to that function, wich is
POSITIVE_INFINITY and therefore not within the boundaries. I already
pinned down the problem to the FDistributions getInitialDomain()-method,
wich goes like:
return getDenominatorDegreesOfFreedom() /
(getDenominatorDegreesOfFreedom() - 2.0);
Obviously, in case of denominatorDegreesOfFreedom == 2, this must lead
to a division-by-zero, resulting in POSTIVE_INFINITY. The result of this
operation is then directly passed into the
UnivariateRealSolverUtils.bracket() - method as second argument.
Can someone explain what this behaviour is about? Why should a
degreeOfFreedom of 2 not be allowed? Shouldn't this fact be mentioned in
the API-documentation? Is there a possible workaround?
Thanks in advance,
joerx
---------------------------------------------------------------------
To unsubscribe, e-mail: [EMAIL PROTECTED]
For additional commands, e-mail: [EMAIL PROTECTED]
