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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/

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

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.


> 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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