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aloctavodia
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Jan 24, 2026
| z = (x - mu) / sigma | ||
| y = 0.5 * (1 + z / pt.sqrt(a + b + z**2)) | ||
| result = pt.betainc(a, b, y) | ||
| result = pt.switch(pt.eq(x, -pt.inf), 0.0, result) |
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We have a function for this cdf_bounds or similar
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It looks like cdf_bounds works for distributions with infinite support when their formulae naturally evaluate to 0/1 at the limits (like Gumbel, Laplace, Normal). The skew-studentt formula produces inf/inf → NaN at x = ±inf, so it needs the explicit equality check that cdf_bounds doesn't provide. Unless I am reading this wrong.
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Includes empirical tests