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[Octave-bug-tracker] [bug #34363] Poor performance for certain statistic


From: Lachlan Andrew
Subject: [Octave-bug-tracker] [bug #34363] Poor performance for certain statistical distributions
Date: Sun, 16 Aug 2015 07:45:36 +0000
User-agent: Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/31.0.1650.63 Safari/537.36

Follow-up Comment #6, bug #34363 (project octave):

Thanks, Rik.

I had already spotted discrepancies by 1.  I should have commented on them. 
The are an off-by-epsilon error, as follows.

The Poisson distribution is discrete.  The answer is always an integer, and so
if the answer is wrong at all, it will be wrong by an integer.

These functions are finding  n = argmin (F(n) < x).  The error occurs when 
F(n)=x+epsilon  or  F(n)=x-epsilon, and the  n  we return is off by one.

This "epsilon" isn't the machine  eps.  It is the error associated with the
asympmtotic approximation used by the algorithm, which will be a bit larger.

I'll check out the cases with a discrepancy of 2 when I get a chance.



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