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Re: Beta distribution
From: |
Jason H. Stover |
Subject: |
Re: Beta distribution |
Date: |
Wed, 16 Mar 2005 17:23:42 -0500 |
User-agent: |
Mutt/1.4.2.1i |
First, 'cvs update' does not grab the files in
lib/gsl-extras. I don't know if I'm doing something
stupid, or if some information is missing in CVS. (I
can see the files on savannah with a browser.)
I checked gsl's computations for the values shown below (for the beta
distribution). I assumed the values in your message were exact (not
rounded).
cdf.beta(1.00,1.5,.25) should be exactly 1, and this is what
gsl_cdf_beta_P(1.00,1.5,.25) gives.
pdf.beta(1.00,1.5,.25) should be infinity, and gsl_randist_beta(1.00,1.5,.25)
is inf.
idf.beta(.99,1.5,.25) is within double precision of 1.00,
and this is what gsl_cdf_beta_Pinv(1.00,1.5,.25) gives.
It seems gsl is evaluating the relevant functions correctly.
I suspect the problem is related to rounding and display of
floating point values in PSPP. I'll familiarize myself
with PSPP's tests and do some more checking.
I did not check the values related to the F distribution yet.
-Jason
> 225c225
> < .99 1.50 .25 1.00 .99 431322.3
> ---
> > .99 1.50 .25 1.00 .98 67836.74
>
> (The columns are:
> P a b i c p
> where i = idf.beta(P, a, b),
> c = cdf.beta(i, a, b),
> and p = pdf.beta(i, a, b).)
>
> Here, only the extreme values are off as far as I can tell. I
> suppose this must be the root of the problem though.
>
> (This is a good part of what I was going to bring up with Jason
> anyhow.)
> --
> "Long noun chains don't automatically imply security."
> --Bruce Schneier
>
>
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>
- Beta distribution, John Darrington, 2005/03/12
- Re: Beta distribution, Ben Pfaff, 2005/03/12
- Message not available
- Re: Beta distribution, Ben Pfaff, 2005/03/12
- Re: Beta distribution, Jason Stover, 2005/03/13
- Re: Beta distribution,
Jason H. Stover <=
- Re: Beta distribution, John Darrington, 2005/03/16
- Re: Beta distribution, Ben Pfaff, 2005/03/19
- Re: Beta distribution, Ben Pfaff, 2005/03/16
- Off topic, John Darrington, 2005/03/21
- Re: Off topic, Ben Pfaff, 2005/03/21