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| From: | Jerry W. Lewis |
| Subject: | [Octave-bug-tracker] [bug #56453] chi2inv, gaminv, gammaincinv inaccurate for small 1st argument |
| Date: | Thu, 6 Jun 2019 22:49:09 -0400 (EDT) |
| User-agent: | Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:67.0) Gecko/20100101 Firefox/67.0 |
Follow-up Comment #1, bug #56453 (project octave):
Likely the issue is in part a poor starting value from which Newton's method
either diverges or converges very slowly.
It follows from Abramowitz & Stegun 26.4.6 that as p approaches zero,
chi2inv(p,df) approaches 2*[p*gamma(1+df/2)]^(2/df)
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