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[apps/proba] P(X<?) = 0 gives 0 for ChiSquaredDistribution

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Léa Saviot
2019-08-26 10:14:38 +02:00
parent 61a66f56d4
commit ff0105182d
1 changed files with 3 additions and 0 deletions
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3
apps/probability/distribution/chi_squared_distribution.cpp
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@@ -69,6 +69,9 @@ double ChiSquaredDistribution::cumulativeDistributiveInverseForProbability(doubl
* => b^(k/2) > k/2 * 2^(k/2) * proba * gamma(k/2)
* => exp(k/2 * ln(b)) > k/2 * 2^(k/2) * proba * gamma(k/2)
* => b > exp(2/k * ln(k/2 * 2^(k/2) * proba * gamma(k/2))) */
if (*probability < DBL_EPSILON) {
return 0.0;
}
const double k = m_parameter1;
const double ceilKOver2 = std::ceil(k/2.0f);
const double kOver2Minus1 = k/2.0f - 1.0f;