
When I try the following:
var binomial = new Binomial(0.0638, 3779);
binomial.CumulativeDistribution(250);
It will return Infinity
But when I try it in excel with =BINOM.DIST(250, 3779; 0.0638, TRUE) I will get 0.736156366002849
I've tried to write my own implementation, but I get the same result.
Only library I've found where this will work is
Extreme Optimization


Coordinator
Mar 10, 2014 at 10:00 AM

Indeed, the current binomial CDF implementation could be better. In the meantime you can get the same result by using the special functions directly:
SpecialFunctions.BetaRegularized(3779250,250+1,1.00.0638) > 0.736156366003278


Coordinator
Mar 10, 2014 at 10:16 AM

Update: fixed in mainline master, so using the binomial distribution as above should work properly in the next release.
Thanks,
Christoph

