binomial cdf fails for large n
See original GitHub issuein R:
> pbinom(101073, 101184, 0.9988219676207195)
[1] 0.7857314
in jStat
> jStat.binomial.cdf(101073, 101184, 0.9988219676207195)
NaN
Issue Analytics
- State:
- Created 6 years ago
- Reactions:1
- Comments:5 (3 by maintainers)
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@trevnorris might be interesting to look at this implementation seems like this approach uses a numerical approximation that appears able to replicate R’s results in my previous example at least to 5 decimal places
@jspeis Excellent. Thanks for the reference. The accuracy is determined by the accuracy of the log gamma implementation. Using
jstat.gammaln
I’m able to get 10 digits of accuracy.One question. There’s a function
Betinc(X, A, B)
. Does that look like a reference to some other stats function to you?