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[WP34s] Regularized incomplete Beta function
05-08-2014, 10:28 PM
Post: #39
RE: [WP34s] Regularized incomplete Beta function
(05-08-2014 06:26 PM)Dieter Wrote:  Which leads to the question if an upper limit in the dof value would make sense. For instance a maximum of 1000. This would apply to the Student as well as the ChiĀ² and F distribution.

Given we're only promising accuracy for single precision, there are many orders of magnitude left before the risk of digit loss becomes significant. I don't think I'd want to impose a limit suitable for DP that restricts results in SP, likewise I don't want a computation that errors out in DP but not SP.

For Student's-T and ChiĀ² distributions we could approximate with a normal for very high degrees of freedom I guess. I don't remember the asymptotic properties of the F distribution when one or both degrees of freedom get large.


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RE: [WP34s] Regularized incomplete Beta function - Paul Dale - 05-08-2014 10:28 PM



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