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binocdf accuracy


From: Dr. Alexander Klein
Subject: binocdf accuracy
Date: Sat, 6 Jul 2013 17:22:56 +0200

Dear list,

the other day I was writing up some statistical functions in Erlang, and kept 
cross-checking the results with what Octave produced.

One of my experiments included binocdf (0:50,50,1-1e-3 )', and while I admit 
that the example is somewhat extreme, I suspect that almost all values returned 
by Octave are inaccurate, while binopdf (0:50,50,1-1e-3 )' produces results 
nearly identical to my implementation in Erlang, see attachments.

I think this would be easy to patch if only binocdf was afflicted, but binocdf 
uses the incomplete beta function, and so maybe other functions might have 
problems, too.

Since I'll need the incomplete beta function for my Erlang-library anyway, I 
might as well try to come up with an improved version for Octave, but I'd like 
to be sure that at least my reference values for binocdf are accurate.

Is anyone on the list perhaps able to check my results against a reliable 
implementation of binocdf?

Thanks,

        Alex

-- 
Dr. Alexander Klein, Diplom-Mathematiker
TransMIT-Projektbereich für Mathematische Analysen und Feld-Simulationen
Kerkrader Straße 3
D-35394 Gießen

http://www.transmit.de/zentren/tz.cfm?N=165

Attachment: cdf.txt
Description: Text document

Attachment: pdf.txt
Description: Text document


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