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Re: accuracy of gsl_cdf_binomial_P
- From: Z F <mail4me9999 at yahoo dot com>
- To: gsl-discuss at sourceware dot org, well at wheatstone-analytics dot com
- Date: Sun, 5 Jun 2011 19:19:53 -0700 (PDT)
- Subject: Re: accuracy of gsl_cdf_binomial_P
Dear Well Howell,
--- On Sun, 6/5/11, Well Howell <whowell@superlink.net> wrote:
> An interesting (but "homework-like"
> ~;) question - and fun to answer too.
>
> Anyway, I'd probably compare GSL results with those from
> other sources.
>
> I had easy access to gsl_cdf_binomial_P (v 1.14),? R
> pbinom(k,n,p),
> binomCDF
> (Excel 2007) and dcdflib (Fortran - Brown, Lovato &
> Russel; U. Texas;
> November, 1997).
>
> For a sample size of n=1000, a trial probability of p=0.01
> and number of
> successes of
> s=1 thru 40, the CDF values from dcdclib and the R 2.13.0
> stats package
> pbinom()
> function (http://cran.r-project.org/) show no
> difference.
>
Thank you very much for your reply.
It seems I was not clear with my question. I am not looking for a
comparison with other libraries, but rather for information regarding
the approximations used to obtain the values of CDF. What I am afraid of
is that a Gaussian approximation is used for a large sample, rendering
values in the tails of the distribution error-prone.
I someone could provide any info on the subject or maybe point in the "right direction" , I would highly appreciate it.
Thanks again
ZF
>
> On 6/2/2011 12:49 AM, Z F wrote:
> > Hello everybody,
> >
> > I was wondering if someone could comment on the
> accuracy of gsl_cdf_binomial_P() function gsl implementation
> for large n (n is about a few thousand).
> > for different values of p and when the result of cdf
> is in the tails ( small less then 0.05 and large -- above
> 0.95)
> >
> > Thank you very much
> >
> > ZF
> >
> >
>
>