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https://issues.apache.org/jira/browse/MATH-1185?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14265255#comment-14265255
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Sriram Natarajan commented on MATH-1185:
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Appreciate all the comments regarding precision vs. absolute magnitude. Thanks
for your work on this project and responding to a newcomer who is using
commons-math for the first time (from Scala).
Yes, I was wrong about the stock functions in R. Excel does report small
values. In the mid-90s, I recall there being a stat lib called dcdflib ported
from Fortran to C that was able to report these small numbers (A lot of magic
numbers taken from Abramowitz and Stegun were in the source). Apparently it is
still there: http://www.netlib.org/random/dcdflib.c.tar.gz linked from
http://people.sc.fsu.edu/~jburkardt/f_src/cdflib/cdflib.html
> Tail probability drops to zero beyond 10e-17 ?
> ----------------------------------------------
>
> Key: MATH-1185
> URL: https://issues.apache.org/jira/browse/MATH-1185
> Project: Commons Math
> Issue Type: Wish
> Affects Versions: 3.3, 3.4
> Reporter: Sriram Natarajan
> Priority: Minor
>
> This could be a simple question, In which case I can expect a clarification.
> If this is the wrong place to post such a question, let me know.
> OS: Windows 8.1, Java 1.8.0_25
> ChiSquaredDistribution chisq = new ChiSquaredDistribution(23)
> 1.0 - chisq.cumulativeProbability(130) is 1.1102230246251565E-16
> 1.0 - chisq.cumulativeProbability(131) is 0.0
> Am pretty sure it is not a formatting issue. Is there a reason why the tail
> drops to zero at this point?
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