Obviously wrong answers for beta cdf

John Hey

2016 8 18

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Dear All,

I am using cdf('beta',x,alp,bet) to compute the cdf of a beta distribution but when alp and bet are less than 1 (where the pdf is u-shaped) it gives obviously wrong answers. For example cdf('beta',0.5,0.0003,.2277) it gives the answer 0.9987.

I do hope you can help. Thanks.

John Hey

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Torsten 2016-8-18

Mathematica gives the same result ...

http://www.wolframalpha.com/input/?i=Plot%5BTable%5BCDF%5BBetaDistribution%5B0.0003,0.2277%5D,x%5D%5D%2F%2FEvaluate,%7Bx,0,1%7D,Filling-%3EAxis%5D

Best wishes

Torsten.

John D'Errico 2016-8-18

编辑：John D'Errico 2016-8-18

And why do you think that is wrong? Perhaps the obviously wrong thing here is your knowledge of the expected result? That seems not unreasonable as a result. REALLY tiny values of the exponents will give nasty looking beta distributions, with a very heavy tail when only one parameter is small. So you should explain why it is that you think this result is wrong.

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