If your numbers are so small that they are causing arithmetic underflow of your floating point represenentation, then you need to be more clever in how you deal with them. A general technique is to work with the log of a very small number, rather than the number itself. Then multiplications become additions, etc.
Another approach is derive a perturbative expansion of your probabilitiy distribution for very small numbers and use that directly.
-Mark
In reply to Re: Very small numbers
by kvale
in thread Very small numbers
by Win
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