[Boost-bugs] [Boost C++ Libraries] #4504: Error in computation of Student's t distribution quantiles

Subject: [Boost-bugs] [Boost C++ Libraries] #4504: Error in computation of Student's t distribution quantiles
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2010-08-03 12:18:16

#4504: Error in computation of Student's t distribution quantiles
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 Reporter:  Peter Hepperger <hepperger@…>          |       Owner:  johnmaddock
     Type:  Bugs                                   |      Status:  new        
Milestone:  Boost 1.44.0                           |   Component:  math       
  Version:  Boost 1.44.0                           |    Severity:  Problem    
 Keywords:                                         |  
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 When using a students_t_distribution<double> with a non-integer parameter
 slightly larger than 2, e.g. students_t_distribution<double> s(2.001),
 then the computation of the quantile(s, p) yields completely wrong results
 for certain values of p. For example: quantile(s,0.57) yields 536.146. The
 correct value is somewhere around 0.2. If the degrees of freedom parameter
 is set to exactly 2 or slightly smaller, the results are correct.

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Ticket URL: <https://svn.boost.org/trac/boost/ticket/4504>
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