Boost C++ Libraries: Ticket #4504: Error in computation of Student's t distribution quantiles
https://svn.boost.org/trac10/ticket/4504
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When using a students_t_distribution<double> with a non-integer parameter slightly larger than 2, e.g. students_t_distribution<double> 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.
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en-usBoost C++ Libraries/htdocs/site/boost.png
https://svn.boost.org/trac10/ticket/4504
Trac 1.4.3John MaddockTue, 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>
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(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>.
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<dc:creator>John Maddock</dc:creator>
<pubDate>Tue, 03 Aug 2010 17:33:16 GMT</pubDate>
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<link>https://svn.boost.org/trac10/ticket/4504#comment:2 </link>
<guid isPermaLink="false">https://svn.boost.org/trac10/ticket/4504#comment:2</guid>
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Patch above fixes the issue I believe - the issue effects the students_t when
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2 < df < 3
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I'm not happy that our tests didn't catch this, so I'm leaving this open till that's fully fixed.
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<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
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<li><strong>status</strong>
<span class="trac-field-old">new</span> → <span class="trac-field-new">closed</span>
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<li><strong>resolution</strong>
→ <span class="trac-field-new">fixed</span>
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<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>.
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TicketJohn MaddockSat, 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>
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(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>.
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