Obviously wrong answers for beta cdf

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John Hey
John Hey 2016년 8월 18일
편집: John D'Errico 2016년 8월 18일
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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John D'Errico
John D'Errico 2016년 8월 18일
편집: John D'Errico 2016년 8월 18일
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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