Re: Beta distribution

[Jason Stover]

I'll take a look at it. 

-Jason

On Sat, Mar 12, 2005 at 08:18:22PM -0800, Ben Pfaff wrote:
> John Darrington <address@hidden> writes:
> 
> > Some of the values which are causing problems aren't particularly
> > extreme.
> >
> > I'm suspecting a problem with lib/gsl_extras/betadistinv.c
> >   
> > In particular  gslextras_cdf_beta_Pinv.
> 
> I have output for the same test when run with SPSS 12.0 on a
> Windows machine.  The diff against f.out produced by SPSS 12.0
> versus the values in the PSPP tests directory looks like this:
> 
> 85c85
> <       .50     2.00     1.00     1.50      .50      .13 
> ---
> >      .50     2.00     1.00     1.50      .50      .12 
> 98c98
> <       .60     1.00     2.00     1.13      .60      .17 
> ---
> >      .60     1.00     2.00     1.12      .60      .17 
> 101c101
> <       .60     2.00     1.00     2.62      .60      .06 
> ---
> >      .60     2.00     1.00     2.63      .60      .06 
> 172c172
> <       .99     5.00    10.00     5.64      .99      .01 
> ---
> >      .99     5.00    10.00    10.00     1.00      .00 
> 
> (The columns are:
>         P       df1     df2       i         c        p
>  where i = idf.f(P, df1, df2),
>        c = cdf.f(i, df1, df2),
>    and p = pdf.f(i, df1, df2).)
> 
> Only a few values are off.  The only one off by much is the
> example you pointed out.  A similar diff for the beta
> distribution looks like this:
> 
> 211c211
> <       .99      .75      .25     1.00      .99 164383.5 
> ---
> >      .99      .75      .25     1.00      .98 20860.76 
> 218c218
> <       .99     1.00      .25     1.00      .99 250000.0 
> ---
> >      .99     1.00      .25     1.00      .98 46067.00 
> 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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