[STATISTICS] Possible imprecision or bias of BinomialDistribution.inverseCumulativeProbability() or NormalDistribution.inverseCumulativeProbability()

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[STATISTICS] Possible imprecision or bias of BinomialDistribution.inverseCumulativeProbability() or NormalDistribution.inverseCumulativeProbability()

Roman Leventov
I try to approximate inverse CDF of BinomialDistribution with inverse CDF
of NormalDistribution. Works pretty well, but there is a noticeable bias,
that may be a sign of some imprecision or bias in either
BinomialDistribution.inverseCumulativeProbability(), or
NormalDistribution.inverseCumulativeProbability(), or both.

See
https://stats.stackexchange.com/questions/392281/approximation-of-inverse-cdf-of-binomial-distribution-with-inverse-cdf-of-normal
.
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Re: [STATISTICS] Possible imprecision or bias of BinomialDistribution.inverseCumulativeProbability() or NormalDistribution.inverseCumulativeProbability()

Gilles Sadowski-2
Hi.

Le mer. 13 févr. 2019 à 13:12, Roman Leventov <[hidden email]> a écrit :
>
> I try to approximate inverse CDF of BinomialDistribution with inverse CDF
> of NormalDistribution. Works pretty well, but there is a noticeable bias,
> that may be a sign of some imprecision or bias in either
> BinomialDistribution.inverseCumulativeProbability(), or
> NormalDistribution.inverseCumulativeProbability(), or both.

Thanks for your interest.
Review, documentation, unit tests and patches are welcome.  :-)

Regards,
Gilles

>
> See
> https://stats.stackexchange.com/questions/392281/approximation-of-inverse-cdf-of-binomial-distribution-with-inverse-cdf-of-normal
> .

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Re: [STATISTICS] Possible imprecision or bias of BinomialDistribution.inverseCumulativeProbability() or NormalDistribution.inverseCumulativeProbability()

Eric Barnhill
I have read the Stack Overflow thread and will give a look at you rminimal
working example.

On Wed, Feb 13, 2019 at 10:45 AM Gilles Sadowski <[hidden email]>
wrote:

> Hi.
>
> Le mer. 13 févr. 2019 à 13:12, Roman Leventov <[hidden email]> a
> écrit :
> >
> > I try to approximate inverse CDF of BinomialDistribution with inverse CDF
> > of NormalDistribution. Works pretty well, but there is a noticeable bias,
> > that may be a sign of some imprecision or bias in either
> > BinomialDistribution.inverseCumulativeProbability(), or
> > NormalDistribution.inverseCumulativeProbability(), or both.
>
> Thanks for your interest.
> Review, documentation, unit tests and patches are welcome.  :-)
>
> Regards,
> Gilles
>
> >
> > See
> >
> https://stats.stackexchange.com/questions/392281/approximation-of-inverse-cdf-of-binomial-distribution-with-inverse-cdf-of-normal
> > .
>
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> To unsubscribe, e-mail: [hidden email]
> For additional commands, e-mail: [hidden email]
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>