public inbox for gsl-discuss@sourceware.org
 help / color / mirror / Atom feed
From: Z F <mail4me9999@yahoo.com>
To: gsl-discuss@sourceware.org, well@wheatstone-analytics.com
Subject: Re: accuracy of gsl_cdf_binomial_P
Date: Mon, 06 Jun 2011 02:20:00 -0000	[thread overview]
Message-ID: <561449.86378.qm@web110509.mail.gq1.yahoo.com> (raw)
In-Reply-To: <4DEB7EA2.7090500@superlink.net>

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  2:20 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 [this message]
2011-06-06 10:48     ` Well Howell

Reply instructions:

You may reply publicly to this message via plain-text email
using any one of the following methods:

* Save the following mbox file, import it into your mail client,
  and reply-to-all from there: mbox

  Avoid top-posting and favor interleaved quoting:
  https://en.wikipedia.org/wiki/Posting_style#Interleaved_style

* Reply using the --to, --cc, and --in-reply-to
  switches of git-send-email(1):

  git send-email \
    --in-reply-to=561449.86378.qm@web110509.mail.gq1.yahoo.com \
    --to=mail4me9999@yahoo.com \
    --cc=gsl-discuss@sourceware.org \
    --cc=well@wheatstone-analytics.com \
    /path/to/YOUR_REPLY

  https://kernel.org/pub/software/scm/git/docs/git-send-email.html

* If your mail client supports setting the In-Reply-To header
  via mailto: links, try the mailto: link
Be sure your reply has a Subject: header at the top and a blank line before the message body.
This is a public inbox, see mirroring instructions
for how to clone and mirror all data and code used for this inbox;
as well as URLs for read-only IMAP folder(s) and NNTP newsgroup(s).