Re: [Bug-gsl] [Bug] gsl_cdf_tdist_P returns inaccurate p-value

[Lin, Kuan-Ting]

Hi Peter,

You are wonderful! Problem solved!

Thanks,
Woody
> On Jan 8, 2017, at 8:02 PM, Peter Johansson <address@hidden> wrote:
> 
> Hi Woody,
> 
> 
> On 01/07/2017 07:27 AM, Lin, Kuan-Ting wrote:
>> Hi all,
>> 
>> I am using gsl_cdf_tdist_P to get a p-value for the following two arrays:
>> 
>> x = 1, 2, 4, 2, 3, 1, 2, 4, 2, 1, 2
>> y = 11, 12, 13, 12, 13, 11, 14, 11, 12, 13, 12
>> 
>> (2* (1-gsl_cdf_tdist_P)) returns "8.882e-16”, but I got "9.189e-16” from 
>> t.test(x,y,var.equal=T) function in R (a statistics language). It suggests 
>> that gsl_cdf_tdist_P function is not returning a precise p-value.
> 
> The problem is that you are comparing 1.0 with something that very close 1.0 
> and your system does not have precision to that subtraction accurately. I 
> suggest you replace '1-gsl_cdf_tdist_P' with 'gsl_cdf_tdist_Q', which in 
> theory should be identical, but due to precision (rounding errors) the latter 
> will be more correct.
>> 
>> In addition, I noticed that (2* (1-gsl_cdf_tdist_P)) doesn’t return double 
>> numbers. Instead, any p-value smaller than 1e-16 will be 0.
> 
> Same thing. Try gsl_cdf_tdist_Q.
> 
>> 
>> Could someone help me with this?
>> 
>> Thanks,
>> Woody
>> 
>> 
>