[SciPy-User] Survival vs 1-cdf clarification

Olga Botvinnik obotvinn at ucsd.edu
Thu Dec 3 13:30:33 EST 2015


Ah okay. I find the langauge and punctuation unclear. What about rewording
the documentation to "Survival function (sometimes more accurate than the
alternate definition of 1-cdf)." or equivalent? I'm happy to submit a PR

On Thu, Dec 3, 2015 at 10:18 AM <josef.pktd at gmail.com> wrote:

> 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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