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https://issues.apache.org/jira/browse/MATH-1185?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14265272#comment-14265272
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Sriram Natarajan commented on MATH-1185:
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The original wish was for greater precision for cumProbability but this assumes
there are reliable algorithms that achieve this (they seem to in Excel at least
and likely the dcdflib library and the latter used doubles as I recall). The
oneMinusCumulativeProbability(double x) only makes sense in the context of
greater precision in the exponent instead of going to zero after 1E-16.
Otherwise 1.0 - cumProbability works just fine up to the resolution of 1E-16.
> 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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