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Help verifying statistics distribution functions


From: Rik
Subject: Help verifying statistics distribution functions
Date: Sun, 19 Jun 2011 10:58:47 -0700

I'm in the process of overhauling the distribution functions in Octave in
order to expand them to accept and return class single arguments.  I've
found and fixed a bunch of corner cases, but I need some compatibility
testing from someone with the Matlab Statistics Toolbox.

What do the following code snippets do under Matlab?

A) inv(cdf(x)) == x.  This doesn't work for binomial distribution in Octave

binoinv (binocdf (1,4,0.5), 4, 0.5)

B) values outside range return 0 (no probability) or NaN (out of range)?

binopdf (-1, 4, 0.5)

C) Does F distribution accept non-integer degrees of freedom (DOF)

fpdf (1,4.5,2)

D) DOF outside range cause error, or change return values to NaN?

fpdf (1, -1, 2)

E) How are infinite values handled in F distribution

finv (0.5, Inf, 2)

F) How are infinite values handled in gamma distribution

gaminv (0.5, Inf, 1)

G) Possibly incorrect boundary case.  Retuns -Inf under Octave but should
be 0?

hygeinv (0, 4, 2, 2)

H) How are non-integers handled by hypergeometric distribution

hygecdf (1, 4.5, 2, 2)

I) How are negative integers handled by hypergeometric distribution

hygecdf (1, -4, 2, 2)

J) How are impossible conditions handled by hypergeometric distribution

hygecdf (3, 4, 2, 2)

K) Does Matlab accept sigma=0 for normal distribution

normpdf (1,1,0)

L) Is empty matrix input acceptable to normal distribution

normcdf ([])

M) Does T distribution accept non-integer DOF

tpdf (1, 1.5)

N) Boundary value for uniform discrete inverse.

unidinv (0, 2:5)

O) How are values not in discrete set treated

unidpdf (-1, 10)

unidpdf (2.5, 10)

unidcdf (3.5, 10)


Thanks in advance for any responses,

Rik


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