Boost C++ Libraries: Ticket #4504: Error in computation of Student's t distribution quantiles https://svn.boost.org/trac10/ticket/4504 <p> When using a students_t_distribution&lt;double&gt; with a non-integer parameter slightly larger than 2, e.g. students_t_distribution&lt;double&gt; s(2.001), then the computation of the quantile(s, p) yields completely wrong results for certain values of p. For example: quantile(s,0.57) yields 536.146. The correct value is somewhere around 0.2. If the degrees of freedom parameter is set to exactly 2 or slightly smaller, the results are correct. </p> en-us Boost C++ Libraries /htdocs/site/boost.png https://svn.boost.org/trac10/ticket/4504 Trac 1.4.3 John Maddock Tue, 03 Aug 2010 17:31:23 GMT <link>https://svn.boost.org/trac10/ticket/4504#comment:1 </link> <guid isPermaLink="false">https://svn.boost.org/trac10/ticket/4504#comment:1</guid> <description> <p> (In <a class="changeset" href="https://svn.boost.org/trac10/changeset/64577" title="Fix typo in polynomial approximations. Refs #4504.">[64577]</a>) Fix typo in polynomial approximations. Refs <a class="closed ticket" href="https://svn.boost.org/trac10/ticket/4504" title="#4504: Bugs: Error in computation of Student's t distribution quantiles (closed: fixed)">#4504</a>. </p> </description> <category>Ticket</category> </item> <item> <dc:creator>John Maddock</dc:creator> <pubDate>Tue, 03 Aug 2010 17:33:16 GMT</pubDate> <title/> <link>https://svn.boost.org/trac10/ticket/4504#comment:2 </link> <guid isPermaLink="false">https://svn.boost.org/trac10/ticket/4504#comment:2</guid> <description> <p> Patch above fixes the issue I believe - the issue effects the students_t when </p> <p> 2 &lt; df &lt; 3 </p> <p> I'm not happy that our tests didn't catch this, so I'm leaving this open till that's fully fixed. </p> </description> <category>Ticket</category> </item> <item> <dc:creator>John Maddock</dc:creator> <pubDate>Wed, 04 Aug 2010 15:49:42 GMT</pubDate> <title>status changed; resolution set https://svn.boost.org/trac10/ticket/4504#comment:3 https://svn.boost.org/trac10/ticket/4504#comment:3 <ul> <li><strong>status</strong> <span class="trac-field-old">new</span> → <span class="trac-field-new">closed</span> </li> <li><strong>resolution</strong> → <span class="trac-field-new">fixed</span> </li> </ul> <p> (In <a class="changeset" href="https://svn.boost.org/trac10/changeset/64597" title="Added test cases for issue #4504. Tidied up inverse-Student's t ...">[64597]</a>) Added test cases for issue <a class="closed ticket" href="https://svn.boost.org/trac10/ticket/4504" title="#4504: Bugs: Error in computation of Student's t distribution quantiles (closed: fixed)">#4504</a>. Tidied up inverse-Student's t evaluation a touch. Fixes <a class="closed ticket" href="https://svn.boost.org/trac10/ticket/4504" title="#4504: Bugs: Error in computation of Student's t distribution quantiles (closed: fixed)">#4504</a>. </p> Ticket John Maddock Sat, 07 Aug 2010 16:36:11 GMT <link>https://svn.boost.org/trac10/ticket/4504#comment:4 </link> <guid isPermaLink="false">https://svn.boost.org/trac10/ticket/4504#comment:4</guid> <description> <p> (In <a class="changeset" href="https://svn.boost.org/trac10/changeset/64664" title="Merge changes from Trunk: Fixes #4504. Fixes #4518.">[64664]</a>) Merge changes from Trunk: Fixes <a class="closed ticket" href="https://svn.boost.org/trac10/ticket/4504" title="#4504: Bugs: Error in computation of Student's t distribution quantiles (closed: fixed)">#4504</a>. Fixes <a class="closed ticket" href="https://svn.boost.org/trac10/ticket/4518" title="#4518: Bugs: boost_1_44_beta_pdf, math.pdf (closed: fixed)">#4518</a>. </p> </description> <category>Ticket</category> </item> </channel> </rss>