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https://issues.apache.org/jira/browse/MATH-718?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13170599#comment-13170599
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Christian Winter commented on MATH-718:
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There seem to be stability problems with Beta.regularizedBeta(...) when using
extreme parameters.
{{PascalDistribution.cumulativeProbability(Integer.MAX_VALUE)}} returns {{NaN}}
instead of 1. We should look for a way to avoid both infinite values and NaNs
in the implementation of the regularized beta function.
> inverseCumulativeProbability of BinomialDistribution returns wrong value for
> large trials.
> ------------------------------------------------------------------------------------------
>
> Key: MATH-718
> URL: https://issues.apache.org/jira/browse/MATH-718
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.2, 3.0
> Reporter: Yuji Uchiyama
>
> The inverseCumulativeProbability method of the BinomialDistributionImpl class
> returns wrong value for large trials. Following code will be reproduce the
> problem.
> {{System.out.println(new BinomialDistributionImpl(1000000,
> 0.5).inverseCumulativeProbability(0.5));}}
> This returns 499525, though it should be 499999.
> I'm not sure how it should be fixed, but the cause is that the
> cumulativeProbability method returns Infinity, not NaN. As the result the
> checkedCumulativeProbability method doesn't work as expected.
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