Minor Description
I doubt that the mean check in the unit test below is ever going to trigger an assertion failure...
@Test
public void testDoubleDirect() {
SummaryStatistics sample = new SummaryStatistics();
final int N = 10000;
for (int i = 0; i < N; ++i) {
sample.addValue(generator.nextDouble());
}
Assert.assertEquals("Note: This test will fail randomly about 1 in 100 times.",
0.5, sample.getMean(), FastMath.sqrt(N/12.0) * 2.576);
Assert.assertEquals(1.0 / (2.0 * FastMath.sqrt(3.0)),
sample.getStandardDeviation(), 0.01);
}
And similar in "testFloatDirect()".
I propose the following replacement:
@Test
public void testDoubleDirect() {
SummaryStatistics sample = new SummaryStatistics();
final int N = 100000;
for (int i = 0; i < N; ++i) {
sample.addValue(generator.nextDouble());
}
assertUniformInUnitInterval(sample, 0.99);
}
where "assertUniformInUnitInterval" is defined as:
/**
* Check that the sample follows a uniform distribution on the {@code [0, 1)} interval.
*
* @param sample Data summary.
* @param confidenceIntervalLevel Confidence level. Must be in {@code (0, 1)} interval.
*/
private void assertUniformInUnitInterval(SummaryStatistics sample,
double confidenceIntervalLevel) {
final int numSamples = (int) sample.getN();
final double mean = sample.getMean();
final double stddev = sample.getStandardDeviation() / FastMath.sqrt(numSamples);
final TDistribution t = new TDistribution(numSamples - 1);
final double criticalValue = t.inverseCumulativeProbability(1 - 0.5 * (1 - confidenceIntervalLevel));
final double tol = stddev * criticalValue;
Assert.assertEquals("mean=" + mean + " tol=" + tol + " (note: This test will fail randomly about " +
(100 * (1 - confidenceIntervalLevel)) + " in 100 times).",
0.5, mean, tol);
Assert.assertEquals(FastMath.sqrt(1d / 12), sample.getStandardDeviation(), 0.01);
}
Please correct if this new test is not what was intended.
Attachments
Issue Links
- is superceded by
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MATH-1317 Improve unit tests of "RandomGeneratorAbstractTest"
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- Resolved
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