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Dear Well Howell,
--- On Sun, 6/5/11, Well Howell<whowell@superlink.net> wrote:
An interesting (but "homework-like" ~;) question - and fun to answer too.
Anyway, I'd probably compare GSL results with those from other sources.
I had easy access to gsl_cdf_binomial_P (v 1.14), R pbinom(k,n,p), binomCDF (Excel 2007) and dcdflib (Fortran - Brown, Lovato& Russel; U. Texas; November, 1997).
For a sample size of n=1000, a trial probability of p=0.01 and number of successes of s=1 thru 40, the CDF values from dcdclib and the R 2.13.0 stats package pbinom() function (http://cran.r-project.org/) show no difference.
Thank you very much for your reply. It seems I was not clear with my question. I am not looking for a comparison with other libraries, but rather for information regarding the approximations used to obtain the values of CDF. What I am afraid of is that a Gaussian approximation is used for a large sample, rendering values in the tails of the distribution error-prone.
I someone could provide any info on the subject or maybe point in the "right direction" , I would highly appreciate it.
Thanks again
ZF
On 6/2/2011 12:49 AM, Z F wrote:Hello everybody,
I was wondering if someone could comment on theaccuracy of gsl_cdf_binomial_P() function gsl implementation for large n (n is about a few thousand).for different values of p and when the result of cdfis in the tails ( small less then 0.05 and large -- above 0.95)Thank you very much
ZF
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