[Scipy-tickets] [SciPy] #1218: Very poor relative accuracy in discrete survival functions
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Sat Jul 3 16:25:54 CDT 2010
#1218: Very poor relative accuracy in discrete survival functions
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Reporter: dsimcha | Owner: somebody
Type: defect | Status: new
Priority: normal | Milestone: 0.8.0
Component: scipy.stats | Version: 0.7.0
Keywords: |
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Changes (by josefpktd):
* component: Other => scipy.stats
Comment:
do we need this precision ?
1e-10 and 1e-66 are in my opinion essentially zero.
I think the current generic cdf function only works with finite lower
bound in the support.
For bounded support we could improve the tail precision of the sf by
starting at the upper boundary.
cdf and a sf would need a rewrite to work correctly with open support on
the real line. In that case, we need a stop criterion for desired
precision, which would mean we have to decide on the required precision.
(A similar question of a stop criterion is currently in the generic
integration in the moment calculation, but maybe less serious because the
integration is over the entire (effective) range. And it's the same
problem for the new expect function. )
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1218#comment:1>
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