How does scipy calculate the binomial CDF so fast?












1












$begingroup$


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







share|cite|improve this question









$endgroup$

















    1












    $begingroup$


    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







    share|cite|improve this question









    $endgroup$















      1












      1








      1





      $begingroup$


      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







      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




      binomial computational-statistics scipy






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked 2 hours ago









      John JiangJohn Jiang

      42628




      42628






















          1 Answer
          1






          active

          oldest

          votes


















          4












          $begingroup$

          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











          $endgroup$













            Your Answer





            StackExchange.ifUsing("editor", function () {
            return StackExchange.using("mathjaxEditing", function () {
            StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
            StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
            });
            });
            }, "mathjax-editing");

            StackExchange.ready(function() {
            var channelOptions = {
            tags: "".split(" "),
            id: "65"
            };
            initTagRenderer("".split(" "), "".split(" "), channelOptions);

            StackExchange.using("externalEditor", function() {
            // Have to fire editor after snippets, if snippets enabled
            if (StackExchange.settings.snippets.snippetsEnabled) {
            StackExchange.using("snippets", function() {
            createEditor();
            });
            }
            else {
            createEditor();
            }
            });

            function createEditor() {
            StackExchange.prepareEditor({
            heartbeatType: 'answer',
            autoActivateHeartbeat: false,
            convertImagesToLinks: false,
            noModals: true,
            showLowRepImageUploadWarning: true,
            reputationToPostImages: null,
            bindNavPrevention: true,
            postfix: "",
            imageUploader: {
            brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
            contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
            allowUrls: true
            },
            onDemand: true,
            discardSelector: ".discard-answer"
            ,immediatelyShowMarkdownHelp:true
            });


            }
            });














            draft saved

            draft discarded


















            StackExchange.ready(
            function () {
            StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f389663%2fhow-does-scipy-calculate-the-binomial-cdf-so-fast%23new-answer', 'question_page');
            }
            );

            Post as a guest















            Required, but never shown

























            1 Answer
            1






            active

            oldest

            votes








            1 Answer
            1






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

            votes









            4












            $begingroup$

            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











            $endgroup$


















              4












              $begingroup$

              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











              $endgroup$
















                4












                4








                4





                $begingroup$

                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 12 mins ago

























                answered 2 hours ago









                Glen_b♦Glen_b

                210k22401743




                210k22401743






























                    draft saved

                    draft discarded




















































                    Thanks for contributing an answer to Cross Validated!


                    • Please be sure to answer the question. Provide details and share your research!

                    But avoid …



                    • Asking for help, clarification, or responding to other answers.

                    • Making statements based on opinion; back them up with references or personal experience.


                    Use MathJax to format equations. MathJax reference.


                    To learn more, see our tips on writing great answers.




                    draft saved


                    draft discarded














                    StackExchange.ready(
                    function () {
                    StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f389663%2fhow-does-scipy-calculate-the-binomial-cdf-so-fast%23new-answer', 'question_page');
                    }
                    );

                    Post as a guest















                    Required, but never shown





















































                    Required, but never shown














                    Required, but never shown












                    Required, but never shown







                    Required, but never shown

































                    Required, but never shown














                    Required, but never shown












                    Required, but never shown







                    Required, but never shown







                    -

                    Popular posts from this blog

                    A CLEAN and SIMPLE way to add appendices to Table of Contents and bookmarks

                    Image
                    0 I found a lot of questions abount appendices and ToC. Many users want appendices to be grouped in an Appendix part, however some problems arise with ToC, hyperref, PDF viewer bookmarks, and so on. There are different solutions which require extra packages, command patching and other extra code, however none of them satisfies me. I almost found an easy way to accomplish a good result, where appendices are added to bookmarks in the right way and hyperref links point to the right page. However, the number of the "Appendix" part page is wrong (it's the number of appendix A). Is there any EASY way to fix that? This is a MWE: documentclass{book} usepackage[nottoc,notlot,notlof]{tocbibind} usepackage{hyperref} begin{document} frontmatter tableofcontents mainmatter part{First} chapter{...
                    Read more

                    Calculate evaluation metrics using cross_val_predict sklearn

                    Image
                    1 In the sklearn.model_selection.cross_val_predict page it is stated: Generate cross-validated estimates for each input data point. It is not appropriate to pass these predictions into an evaluation metric. Can someone explain what does it mean? If this gives estimate of Y (y prediction) for every Y (true Y), why can't I calculate metrics such as RMSE or coefficient of determination using these results? python scikit-learn cross-validation share | improve this question edited Nov 28 '18 at 17:52 desertnaut 20.3k 7 43 79 ...
                    Read more

                    Insert data from modal to MySQL (multiple modal on website)

                    Image
                    0 I have problem with inserting data to MySQL from modal. My modal: <a href="#" class="badge badge-pill badge-success">6 komentarzy</a> <a href="#" class="badge badge-pill badge-danger">brak komentarzy</a> <a data-toggle="modal" href="#add_desk_comm_{$desk_['desk_id']}" data-target="#add_desk_comm_{$desk_['desk_id']}" class="ediiit">(dodaj)</a> <div class="modal fade" id="add_desk_comm_{$desk_['desk_id']}" tabindex="-1" role="dialog" aria-labelledby="edit_printer" aria-hidden="true"> <div class="modal-dialog" role="document"> ...
                    Read more