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Re: why there are multiple functions for CDF of beta distribution?


From: Martin Jansche
Subject: Re: why there are multiple functions for CDF of beta distribution?
Date: Wed, 8 Jan 2020 06:16:20 +0000

There are many more floating point values between 0.0 and 0.001 than
there are between 0.999 and 1.0. The difference between 1.0 and the next
smaller double value is only around 1e-16, but the next larger double value
after 0.0 is about 1e-303. So beta_P(0.9, 1, 17) will be necessarily
equivalent to 1.0 due to lack of precision, whereas beta_Q(0.9, 1, 17) will
be 1e-17. (Haven't tried this in GSL. You may want to try and report back.)

On Wed, Jan 8, 2020 at 1:35 AM Vasu Jaganath <address@hidden>
wrote:

> Hi all,
>
> This is probably a very silly question,
>
> I don't understand why there are two separate  P and Q variants for CDFs?
> particularly for beta distribution?
>
>
> https://www.gnu.org/software/gsl/doc/html/randist.html#the-beta-distribution
>
> Thanks,
> Vasu
>


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