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!










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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!










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      2





      $begingroup$


      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!










      share|cite|improve this question









      $endgroup$




      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






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      asked Jan 29 at 3:44









      John JiangJohn Jiang

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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






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          • $begingroup$
            Thanks! Do you have a personal website for me to admire?
            $endgroup$
            – John Jiang
            Jan 29 at 20:37











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          1 Answer
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          $begingroup$

          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






          share|cite|improve this answer











          $endgroup$












          • $begingroup$
            Thanks! Do you have a personal website for me to admire?
            $endgroup$
            – John Jiang
            Jan 29 at 20:37
















          7












          $begingroup$

          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






          share|cite|improve this answer











          $endgroup$












          • $begingroup$
            Thanks! Do you have a personal website for me to admire?
            $endgroup$
            – John Jiang
            Jan 29 at 20:37














          7












          7








          7





          $begingroup$

          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






          share|cite|improve this answer











          $endgroup$



          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







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Jan 29 at 6:30

























          answered Jan 29 at 4:11









          Glen_bGlen_b

          212k22403750




          212k22403750











          • $begingroup$
            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





          $begingroup$
          Thanks! Do you have a personal website for me to admire?
          $endgroup$
          – John Jiang
          Jan 29 at 20:37


















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