How does scipy calculate the binomial CDF so fast?
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I ran scipy.stats.binom.cdf(500006, 1000000, 0.5) and it took less than a milisecond. This is crazy as binomial CDF involves summing up a bunch of binomial coefficients. What approximation algorithm goes behind the implementation? Thanks!
binomial computational-statistics scipy
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
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add a comment |
$begingroup$
I ran scipy.stats.binom.cdf(500006, 1000000, 0.5) and it took less than a milisecond. This is crazy as binomial CDF involves summing up a bunch of binomial coefficients. What approximation algorithm goes behind the implementation? Thanks!
binomial computational-statistics scipy
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
$endgroup$
add a comment |
$begingroup$
I ran scipy.stats.binom.cdf(500006, 1000000, 0.5) and it took less than a milisecond. This is crazy as binomial CDF involves summing up a bunch of binomial coefficients. What approximation algorithm goes behind the implementation? Thanks!
binomial computational-statistics scipy
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
$endgroup$
I ran scipy.stats.binom.cdf(500006, 1000000, 0.5) and it took less than a milisecond. This is crazy as binomial CDF involves summing up a bunch of binomial coefficients. What approximation algorithm goes behind the implementation? Thanks!
binomial computational-statistics scipy
binomial computational-statistics scipy
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
asked Jan 29 at 3:44
John JiangJohn Jiang
43329
43329
add a comment |
add a comment |
1 Answer
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There's a connection between the binomial cdf and the beta cdf. As a result, most software implementations of binomial cdf use a call to a regularized incomplete beta function. That's what scipy.stats does also, as it says in the documentation of special.bdtr (which is what gets called when you ask for a binomial cdf)
https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.bdtr.html
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
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Thanks! Do you have a personal website for me to admire?
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– John Jiang
Jan 29 at 20:37
add a comment |
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1 Answer
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active
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1 Answer
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active
oldest
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active
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votes
$begingroup$
There's a connection between the binomial cdf and the beta cdf. As a result, most software implementations of binomial cdf use a call to a regularized incomplete beta function. That's what scipy.stats does also, as it says in the documentation of special.bdtr (which is what gets called when you ask for a binomial cdf)
https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.bdtr.html
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
$endgroup$
$begingroup$
Thanks! Do you have a personal website for me to admire?
$endgroup$
– John Jiang
Jan 29 at 20:37
add a comment |
$begingroup$
There's a connection between the binomial cdf and the beta cdf. As a result, most software implementations of binomial cdf use a call to a regularized incomplete beta function. That's what scipy.stats does also, as it says in the documentation of special.bdtr (which is what gets called when you ask for a binomial cdf)
https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.bdtr.html
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
$endgroup$
$begingroup$
Thanks! Do you have a personal website for me to admire?
$endgroup$
– John Jiang
Jan 29 at 20:37
add a comment |
$begingroup$
There's a connection between the binomial cdf and the beta cdf. As a result, most software implementations of binomial cdf use a call to a regularized incomplete beta function. That's what scipy.stats does also, as it says in the documentation of special.bdtr (which is what gets called when you ask for a binomial cdf)
https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.bdtr.html
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
$endgroup$
There's a connection between the binomial cdf and the beta cdf. As a result, most software implementations of binomial cdf use a call to a regularized incomplete beta function. That's what scipy.stats does also, as it says in the documentation of special.bdtr (which is what gets called when you ask for a binomial cdf)
https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.bdtr.html
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
edited Jan 29 at 6:30
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
answered Jan 29 at 4:11
Glen_b♦Glen_b
212k22403750
212k22403750
$begingroup$
Thanks! Do you have a personal website for me to admire?
$endgroup$
– John Jiang
Jan 29 at 20:37
add a comment |
$begingroup$
Thanks! Do you have a personal website for me to admire?
$endgroup$
– John Jiang
Jan 29 at 20:37
$begingroup$
Thanks! Do you have a personal website for me to admire?
$endgroup$
– John Jiang
Jan 29 at 20:37
$begingroup$
Thanks! Do you have a personal website for me to admire?
$endgroup$
– John Jiang
Jan 29 at 20:37
add a comment |
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