[SciPy-dev] Bug in F-distribution

Robert Kern kern at ugcs.caltech.edu
Mon Nov 3 20:08:38 CST 2003


In answering a SciPy question on c.l.py, I noticed that there's a bug in the PPF
of the F-distribution.

from scipy.stats.distributions import f
x1 = 4.26
Fx1 = f.cdf(x1, 2, 9)
x2 = f.ppf(Fx1, 2, 9)
x3 = f.ppf(1.0-Fx1, 2, 9)

# x1 is not even close to x2
# but x3 is

-- 
Robert Kern
kern at ugcs.caltech.edu

"In the fields of Hell where the grass grows high
 Are the graves of dreams allowed to die."
                     -- Richard Harter


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