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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
// Copyright (c) 2023-2026 ktsu-dev contributors
// Copyright (c) 2023-2026 ktsu-dev contributors

namespace ktsu.Essentials.DistributionProviders.Binomial;

Expand Down Expand Up @@ -118,6 +118,21 @@ public double Cdf(int value)
: SpecialFunctions.RegularizedIncompleteBeta(Trials - value, value + 1.0, failureProbability);
}

/// <inheritdoc />
public double SurvivalFunction(int value)
{
if (value < 0)
{
return 1.0;
}

// The upper tail is P(X > k) = I(p; k + 1, n - k). Taking it as one minus the CDF would round
// every tail below about 1e-16 to zero, and those small tails are usually the reason to ask.
return value >= Trials
? 0.0
: SpecialFunctions.RegularizedIncompleteBeta(value + 1.0, Trials - value, Probability);
}

/// <inheritdoc />
public int Sample(IRandomProvider random)
{
Expand Down
19 changes: 18 additions & 1 deletion Essentials.Tests/DistributionProviderTests.cs
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
// Copyright (c) 2023-2026 ktsu-dev contributors
// Copyright (c) 2023-2026 ktsu-dev contributors

namespace ktsu.Essentials.Tests;

Expand Down Expand Up @@ -622,6 +622,23 @@ public void Binomial_Stays_Finite_Where_The_Coefficient_Would_Overflow()
Assert.AreEqual(1.0, (2.0 * distribution.Cdf(999)) + distribution.Pmf(1000), 1e-11);
}

[TestMethod]
public void Binomial_Keeps_Its_Precision_Far_Out_In_The_Upper_Tail()
{
// Both values were computed exactly, as rationals, outside this codebase. One minus the CDF rounds
// the first to zero and keeps only eight digits of the second.
IDiscreteDistribution distribution = new BinomialDistributionProvider(100, 0.01);
Assert.AreEqual(9.576655593219767e-22, distribution.SurvivalFunction(20), 9.576655593219767e-22 * 1e-12);
Assert.AreEqual(6.255518382834089e-09, distribution.SurvivalFunction(10), 6.255518382834089e-09 * 1e-12);

Assert.AreEqual(1.0, distribution.SurvivalFunction(-1), Tight);
Assert.AreEqual(0.0, distribution.SurvivalFunction(100), Tight);
IDiscreteDistribution never = new BinomialDistributionProvider(5, 0.0);
Assert.AreEqual(0.0, never.SurvivalFunction(0), Tight);
IDiscreteDistribution always = new BinomialDistributionProvider(5, 1.0);
Assert.AreEqual(1.0, always.SurvivalFunction(4), Tight);
}

[TestMethod]
public void Poisson_Matches_Values_Summed_Independently()
{
Expand Down
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