Re: [boost] [Math Statistical Distributions]Hypergeometricdistribution

From: John Maddock (john_at_[hidden])
Date: 2008-05-06 08:16:10

Paul A Bristow wrote:
> A brief study of this (kindly provided by Oliver Seiler) shows it to
> be 'interesting' - but outstandingly accurate.
>
>> MathCAD appears to offer the density, cumulative and inverse,
>> so this could provide some independent test values.
>
> K Krishnamoorthy, Handbook of Statistical distributions with
> applications, in Chapter 4 deals with this distribution and also
> gives FORTRAN algorithms, but Wu (see above ref) shows that these
> approximations can be spectacularly inaccurate at times.
>
> So this (and other distributions) might be a good GSoC?

I don't think it's big enough for a SOC on it's own - shouldn't be more than 
a couple of days work - a week at worst?

The tricky bit as Wu notes is calculating the h(0) term - after that it's a 
reasonably straightforward series evaluation.  But... I'm not completely 
convinced by the practicality of Wu's method - it's really very cunning, no 
doubt about that - but requires a table of all the prime numbers smaller 
than the sample size, the first 1000 primes would take you up to 8K, but 
then you need another table of the same size to keep track of all the common 
factors (unless I'm missing a trick somewhere).

We could get the first term from two calls to tgamma_delta_ratio, but I 
haven't completely convinced myself that it won't unnecessarily 
under/overflow.  Otherwise you're into using logs and lgamma, which is 
rather prone to cancellation errors in calculating the result :-(

John.