From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 20495 invoked by alias); 5 Jun 2011 13:04:03 -0000 Received: (qmail 20487 invoked by uid 22791); 5 Jun 2011 13:04:02 -0000 X-SWARE-Spam-Status: Yes, hits=6.5 required=5.0 tests=BAYES_50,BOTNET,RCVD_IN_DNSWL_NONE,RFC_ABUSE_POST,SPF_SOFTFAIL X-Spam-Check-By: sourceware.org Received: from vms173001pub.verizon.net (HELO vms173001pub.verizon.net) (206.46.173.1) by sourceware.org (qpsmtpd/0.43rc1) with ESMTP; Sun, 05 Jun 2011 13:03:47 +0000 Received: from [192.168.1.5] ([unknown] [72.82.241.96]) by vms173001.mailsrvcs.net (Sun Java(tm) System Messaging Server 7u2-7.02 32bit (built Apr 16 2009)) with ESMTPA id <0LMB00CUJIXT4Z06@vms173001.mailsrvcs.net> for gsl-discuss@sourceware.org; Sun, 05 Jun 2011 08:03:34 -0500 (CDT) Message-id: <4DEB7EA2.7090500@superlink.net> Date: Sun, 05 Jun 2011 13:04:00 -0000 From: Well Howell Reply-to: well@wheatstone-analytics.com User-Agent: Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.9.2.17) Gecko/20110414 Thunderbird/3.1.10 MIME-version: 1.0 To: gsl-discuss@sourceware.org Subject: Re: accuracy of gsl_cdf_binomial_P References: <459650.92078.qm@web110504.mail.gq1.yahoo.com> In-reply-to: <459650.92078.qm@web110504.mail.gq1.yahoo.com> Content-type: text/plain; charset=ISO-8859-1; format=flowed Content-transfer-encoding: 7bit Mailing-List: contact gsl-discuss-help@sourceware.org; run by ezmlm Precedence: bulk List-Id: List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sourceware.org X-SW-Source: 2011-q2/txt/msg00017.txt.bz2 An interesting (but "homework-like" ~;) question - and fun to answer too. Anyway, I'd probably compare GSL results with those from other sources. I had easy access to gsl_cdf_binomial_P (v 1.14), R pbinom(k,n,p), binomCDF (Excel 2007) and dcdflib (Fortran - Brown, Lovato & Russel; U. Texas; November, 1997). For a sample size of n=1000, a trial probability of p=0.01 and number of successes of s=1 thru 40, the CDF values from dcdclib and the R 2.13.0 stats package pbinom() function (http://cran.r-project.org/) show no difference. Mean absolute deviations for these 40 tests, comparing pbinom with gsl_cdf_binomial_P and with binomCDF, show MAD of 2.319E-15 and 3.296E-15 respectively. My "commend"? Looks as if we all have to decide when to STOP accumulating small terms, and some stop earlier than others. While I always test functions in Excel against other sources before release in a report, anything showing a MAD below 4E-15 sure beats using my slide rule (which didn't have an incomplete beta function anyway ~;). Well Howell On 6/2/2011 12:49 AM, Z F wrote: > Hello everybody, > > I was wondering if someone could comment on the accuracy of gsl_cdf_binomial_P() function gsl implementation for large n (n is about a few thousand). > for different values of p and when the result of cdf is in the tails ( small less then 0.05 and large -- above 0.95) > > Thank you very much > > ZF > >