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From: Well Howell <whowell@superlink.net>
To: gsl-discuss@sourceware.org
Subject: Re: accuracy of gsl_cdf_binomial_P
Date: Mon, 06 Jun 2011 10:48:00 -0000	[thread overview]
Message-ID: <4DECB052.6000303@superlink.net> (raw)
In-Reply-To: <561449.86378.qm@web110509.mail.gq1.yahoo.com>

I do see a testing function (beta_series) that only tries sample sizes 
smaller than
n=512, but I can't easily find any use of a gaussian approximation in 
the source
code for the 1.14 version of GSL.

I don't expect some of the other sources I tested against to use the 
gaussian
either, so my finding that all 4 methods agree within about ten times 
the IEEE
eps value of 2.2204E-16 would be proof enough for me to NOT fully read the
beta_inc.c source code.

Funny history - I was first asked if I was using the gaussian 
approximation to
the binomial in the mid 60's, and was able to answer that I was using 
the exact
binomial ~;)

On 6/5/2011 10:19 PM, Z F wrote:
> Dear Well Howell,
>
> --- On Sun, 6/5/11, Well Howell<whowell@superlink.net>  wrote:
>
>> 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.
>>
> Thank you very much for your reply.
> It seems I was not clear with my question. I am not looking for a
> comparison with other libraries, but rather for information regarding
> the approximations used to obtain the values of CDF. What I am afraid of
> is that a Gaussian approximation is used for a large sample, rendering
> values in the tails of the distribution error-prone.
>
> I someone could provide any info on the subject or maybe point in the "right direction" , I would highly appreciate it.
>
>
> Thanks again
>
> ZF
>
>
>> 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
>>>
>>>
>>
>

      reply	other threads:[~2011-06-06 10:48 UTC|newest]

Thread overview: 4+ messages / expand[flat|nested]  mbox.gz  Atom feed  top
2011-06-02  4:50 Z F
2011-06-05 13:04 ` Well Howell
2011-06-06  2:20   ` Z F
2011-06-06 10:48     ` Well Howell [this message]

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