[SciPy-user] Strange discontinuity in noncentral chisquare

[Robert Kern]

On Thu, May 28, 2009 at 12:56, Neal Becker <ndbecker2 at gmail.com> wrote:
> def pmiss2 (x, esnodB, N):
>    esno = 10**(0.1 * esnodB) * N
>    var = 1/esno
>    _lambda = 1/(0.5*var)
>
>    return ncx2.cdf (x, 2, _lambda)
>
> x = np.arange (0, 50, 0.1)
> p1 = [pmiss2 (e, 3.5, 24) for e in x]
>
> What's with this strange discontinuity?
> print p1:
> ...
> 3.475382846574262e-21,
>  4.2226227741362447e-21,
>  5.1248671653198949e-21,
>  6.2130949241675783e-21,
>  7.5242411687161146e-21,
>  9.1022970542215721e-21,
>  5.8787514615651664e-09,
>  6.2565279721932619e-09,
>  6.656924144742753e-09,
>  7.0811937641411923e-09,
>  7.5306544171300622e-09,
>  8.0066904400027596e-09,
>  8.5107559880675483e-09,
>  9.044378231221098e-09,
>  9.6091606801490766e-09,
> ...

Dunno. The CDF is just scipy.special.chndtr(), so you will have to
dive through its code to see what's up. Between 22.3 and 22.4 is
probably where the code changes from one approximation to another.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco