-----Original Message----- From: boost-bounces@lists.boost.org [mailto:boost-bounces@lists.boost.org] On Behalf Of Paul A Bristow Sent: 05 May 2008 11:19 To: boost@lists.boost.org Subject: Re: [boost] [Math Statistical Distributions] Hypergeometricdistribution
Do you have any plans to add support for the hypergeometric distribution? That distribution is important for the Fisher exact test for independence in a 2x2 table.
A brief glance shows that Wikipedia lacks a formula for the cdf
but http://portal.acm.org/citation.cfm?id=151271.151274 looks promising
An accurate computation of the hypergeometric distribution function Full text pdf formatPdf (676 KB) Source ACM Transactions on Mathematical Software (TOMS) archive Volume 19 , Issue 1 (March 1993) table of contents Pages: 33 - 43 Year of Publication: 1993 ISSN:0098-3500 Author Trong Wu Southern Illinois Univ., Edwardsville
A brief study of this (kindly provided by Oliver Seiler) shows it to be 'interesting' - but outstandingly accurate.
MathCAD appears to offer the density, cumulative and inverse, so this could provide some independent test values.
K Krishnamoorthy, Handbook of Statistical distributions with applications, in Chapter 4 deals with this distribution and also gives FORTRAN algorithms, but Wu (see above ref) shows that these approximations can be spectacularly inaccurate at times. So this (and other distributions) might be a good GSoC? Paul --- Paul A Bristow Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB +44 1539561830 & SMS, Mobile +44 7714 330204 & SMS pbristow@hetp.u-net.com