[Scipy-tickets] [SciPy] #807: More accurate tail probability and quantile for exponential distribution

SciPy scipy-tickets@scipy....
Thu Feb 26 14:47:16 CST 2009


#807: More accurate tail probability and quantile for exponential distribution
-------------------------+--------------------------------------------------
 Reporter:  pbrod        |        Owner:  somebody
     Type:  enhancement  |       Status:  closed  
 Priority:  normal       |    Milestone:  0.8.0   
Component:  scipy.stats  |      Version:  devel   
 Severity:  normal       |   Resolution:  fixed   
 Keywords:               |  
-------------------------+--------------------------------------------------
Changes (by josefpktd):

  * status:  new => closed
  * resolution:  => fixed

Comment:

 patch and additional expm1,... substitutions of Per Brodtkorb applied in
 r5599 and r5600

 new results:
 {{{
 >>> from scipy import stats
 >>> stats.expon.isf(stats.expon.sf(40))
 40.0
 >>> stats.expon.sf(40)
 4.2483542552915889e-018
 >>> stats.expon.isf(4e-18)
 40.060237312772934
 >>> stats.expon.isf(1e-18)
 41.446531673892821
 >>> stats.expon.ppf(stats.expon.cdf(1e-18))
 1.0000000000000001e-018
 >>> stats.expon.ppf(1e-18)
 1.0000000000000001e-018
 >>> stats.expon.cdf(1e-18)
 1.0000000000000001e-018
 }}}

-- 
Ticket URL: <http://scipy.org/scipy/scipy/ticket/807#comment:1>
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