[SciPy-User] Survival vs 1-cdf clarification

[josef.pktd at gmail.com]

On Thu, Dec 3, 2015 at 1:30 PM, Olga Botvinnik <obotvinn at ucsd.edu> wrote:

> 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
>

Please do. documentation improvements are always useful. This phrasing is
most likely ancient.

BTW:   [ci skip] in the commit message avoids a TravisCI run which is not
needed for pure documentation changes.

Josef



>
> 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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>
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