[SciPy-User] Survival vs 1-cdf clarification

[josef.pktd at gmail.com]

On Thu, Dec 3, 2015 at 1:04 PM, Olga Botvinnik <obotvinn at 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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