Wrong cdf/pdf/quantile domain checks for some probability distributions

[Florian Schoppmann <Florian.Schoppmann@…>]

students_t_distribution and fisher_f_distribution are affected, and possibly others (have not checked yet).

quantile(const students_t[...]) contains the following code:

   if(false == detail::check_df(
      function, degrees_of_freedom, &error_result, Policy())
         && detail::check_probability(function, probability, &error_result, Policy()))
      return error_result;

quantile(const fisher_f[...]) contains:

   if(false == detail::check_df(
            function, df1, &error_result, Policy())
         && detail::check_df(
            function, df2, &error_result, Policy())
         && detail::check_probability(
            function, p, &error_result, Policy()))
      return error_result;

The code snippets above would only be correct if the "&&" operator had precedence over "==". pdf and cdf contain code of the same form.

Side effects:

• The Student's t quantile() can be called with a probability outside of [0,1] with unexpected results. Example:

  #include <boost/math/distributions/students_t.hpp>
  using namespace boost::math;
  int main() {
      std::cout << quantile(students_t(1), 2) << std::endl;
  }
  

The output is: -1.84467e+19

• The Fisher F quantile() function, when called with probability NaN and parameters 1 and 1, leads to a failed BOOST_ASSERT. Example:

  #include <boost/math/distributions/fisher_f.hpp>
  using namespace boost::math;
  int main() {
      quantile(fisher_f(1, 1), std::numeric_limits<double>::quiet_NaN());
  }
  

[John Maddock]

Oh dear!

This looks to be a systematic error through all the distributions.

Paul - looks like we need to:

• Check all the distributions.
• Add tests for all possible domain errors (including those pesky NaN's - when std::numeric_limits<T>::has_quiet_NaN is true) for all the distros.

[John Maddock]

(In [78726]) Improve testing of error conditions and fix any errors detected. Takes care of distributions normal-weibull. Refs #6937.

[John Maddock]

I believe this is now fixed in Trunk.