[SciPy-dev] Problem with F distribution, or with me? - error in stats.fatiguelife.rvs

josef.pktd@gmai... josef.pktd@gmai...
Sun Aug 24 15:19:25 CDT 2008

>On Wed, Aug 13, 2008 at 06:42,  <josef.pktd@gmail.com> wrote:
>> It looks like that there is an error in stats.fatiguelife.rvs
>Correct. I have a fix. When I run the scipy test suite tomorrow, I'll check it in.
>Robert Kern

Running the scipy test suite looks pretty useless for verifying the
actual distribution except for serious mistakes. It didn't detect
before anything wrong with fatiguelife or loggamma (which I think also
gives incorrect random numbers)

The Kolmogorov test in
is pretty powerless to detect mistakes in the actual distribution.
N=30 is too small and the fail threshold for the pval for fatiguelife
is set to alpha = 0.01, while for the other distributions it is at
alpha = 0.1.

The pvalue for N=100 or N=1000  should be a much better indicator
whether the random variable really follows the theoretical


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