Student's T distribution buggy about probability-distributions-for-php HOT 3 CLOSED

I found the bug,

$x = GBPDP_BetaFunction::inverseIncompleteBetaFunction(2 * min($y, 1 - $y), 0.5 * $this->degrees, 0.5);
$x = sqrt($this->degrees * (1 - $y) / $y);   // Here is the bug!
return ($y > 0.5) ? $x : -$x;

I fixed it and replaced the implementation of T::icdf with something a little more numerically stable.

from probability-distributions-for-php.

I should have said that the issue of accuracy in T::pdf was due to a silly typo on my side.

from probability-distributions-for-php.

Dang. My undergrad. numerical methods professor would be very disappointed with me. :) - G.

from probability-distributions-for-php.