Posts: 3,229

Threads: 42

Joined: Jul 2006

My error :-( Nice find too.

I was suspecting something uninitialised being the root cause here. At home I wasn't reproducing the problem....

- Pauli

Posts: 1,368

Threads: 212

Joined: Dec 2006

Man that is subtle!

Sure enough, Reg 00 in both my calcs AND the emulator were nonzero due to some detritus left by user programs of my own I was running.

I verily thought I was losing my mind. Glad the fix was so easy, if tough to find.

Les

P.S. I am delighted to see work on the upper-tail distributions in progress. When computing inverses for cumulative probabilities close to 1, it will be much more accurate to work with an upper tail probability close to 0. One can already do this for the normal, t, and F. The first two are symmetrical and it boils down to working with the a probability less than .5 and flipping the sign later if necessary. The F distributions tails are related by swapping the numerator and denominator dfs and taking the reciprocal of the quantile. The challenging one with the existing calculator configuration is chi-squared, but this is simply a special case of the right-sided incomplete regularized gamma, which in the upper tail is very rapidly and accurately computed by its continued fraction. Indeed, I vote that the calculator offer the right-sided incomplete gamma explicitly so that it can be calculated accurately deep into the upper-tail if desired. I have no expertise with the other less common distributions so can't comment. My 2 euros.

*Edited: 3 May 2012, 1:22 p.m. *