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@â¦> | 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.
-- Ticket URL: <https://svn.boost.org/trac/boost/ticket/4504> Boost C++ Libraries <http://www.boost.org/> Boost provides free peer-reviewed portable C++ source libraries.
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