On Thu, Dec 3, 2015 at 1:04 PM, Olga Botvinnik <obotvinn@ucsd.edu> wrote:

For the random variables in scipy.stats, I have a question about the documentation. Does the statement "Survival function (1-cdf — sometimes more accurate)." mean:

1. Survival function (also defined as 1-cdf, and the survival function version is sometimes more accurate).

-- or --

2. Survival function (also defined as 1-cdf, and 1-cdf is sometimes more accurate).

 

the second part means:  using sf is in many cases more accurate than 1 - cdf

This applies when we want to evaluate probabilities in the right tail.

1 - norm.cdf(20) is worse than sf(20)      

For some distribution there is no explicit sf implementation, then internally it's also sf = 1 - cdf by default, and accuracy can be low far in the tail.

Josef

 

Thanks!

Olga

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