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Fix issue 1463 #1464

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Merged
NAThompson merged 2 commits into from
Sep 16, 2026
+14 −1
Merged

Fix issue 1463 #1464

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9b914ae
Submit failing unit test for Issue 1463.
NAThompson Sep 16, 2026
4d66721
cdf(x) + complement(cdf(x)) == 1
NAThompson Sep 16, 2026
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12 changes: 11 additions & 1 deletion include/boost/math/distributions/non_central_beta.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -257,7 +257,17 @@ namespace boost
value_type c = a + b + l / 2;
value_type cross = 1 - (b / c) * (1 + l / (2 * c * c));
if(l == 0)
result = cdf(boost::math::beta_distribution<RealType, Policy>(a, b), x);
{
if(x < y)
{
return invert
? cdf(complement(boost::math::beta_distribution<RealType, Policy>(a, b), x))
: cdf(boost::math::beta_distribution<RealType, Policy>(a, b), x);
}
return invert
? cdf(boost::math::beta_distribution<RealType, Policy>(b, a), y)
: cdf(complement(boost::math::beta_distribution<RealType, Policy>(b, a), y));
}
else if(x > cross)
{
// Complement is the smaller of the two:
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3 changes: 3 additions & 0 deletions test/test_nc_f.cpp
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Expand Up @@ -336,6 +336,9 @@ void test_spots(RealType, const char* name = nullptr)
for (RealType x : x_vals)
{
RealType P = cdf(dist_no_centrality, x);
RealType Q = cdf(complement(dist_no_centrality, x));
// Regression test for #1463: CDF and CCDF must remain complementary for nc=0.
BOOST_CHECK_CLOSE(P + Q, RealType(1), tolerance);
BOOST_CHECK_LE(dist.find_non_centrality(x, a, b, P), tolerance);
}
// Case when P=1 or P=0
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