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Keep the geometric CDF and quantile precise for a rare success - #96
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GeometricDistributionProvider worked with 1 - p directly, which rounds to exactly one below p of about 1e-16: the CDF was zero everywhere and the quantile's correction loop walked to int.MaxValue, about 22 s per call. Store log1p(-p) and build the CDF, survival function, mass and quantile on it through the shared ExpM1/Log1P, and bound the quantile's correction walk to two steps either way before falling back to bisecting the support. Fixes #51 Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Vpup29Ycn8SGi7LvBjAq1c
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Vpup29Ycn8SGi7LvBjAq1c
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Vpup29Ycn8SGi7LvBjAq1c
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This was referenced Oct 7, 2026
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Fixes #51
What changed
GeometricDistributionProviderworked with1 − pdirectly. For p ≲ 1.1e-16 that rounds to exactly 1, soCdfwas 0 everywhere.Quantilethen walked its correction loop all the way toint.MaxValue, which took about 22 s per call and also stalledMedianandSample. For larger small p,Cdfstill carried a relative error of about ε/p.The provider now:
log1p(−p)throughSpecialFunctions.Log1P.Shared/SpecialFunctions.csis now linked into the Geometric project, and the line inCLAUDE.mdthat lists which providers link it is updated.Cdf = −expm1((k+1)·log1p(−p))andSurvivalFunction = exp((k+1)·log1p(−p)).Pmfis built on the same logarithm.Quantilefromlog1p(−q) / log1p(−p). The correction walks are bounded to two steps in each direction. If the result still isn't settled, it falls back to bisecting the support, which costs 31 CDF evaluations, so a bad estimate can no longer become a walk of about 2e9 steps.Tests
Geometric_Keeps_Its_Precision_For_A_Rare_Successchecks values computed to 60 digits:Geometric(1e-17).Cdf(1e8)Geometric(1e-17).Quantile(1e-9)int.MaxValue(~22 s)Geometric(1e-12).Cdf(1e9)Geometric(1e-300).Cdf(1000)Essentials.Testson net10.0: 949 passed, 0 failed. The Geometric project builds on every target framework.This branch is independent of #95 (Binomial survival function). Both start from
main.🤖 Generated with Claude Code
https://claude.ai/code/session_01Vpup29Ycn8SGi7LvBjAq1c
Generated by Claude Code