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  1. Commons Math
  2. MATH-1313

Wrong tolerance in some unit tests of "RandomGeneratorAbstractTest"

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    • Type: Bug
    • Status: Resolved
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 4.0
    • Labels:

      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.

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              • Assignee:
                erans Gilles Sadowski
                Reporter:
                erans Gilles Sadowski
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                • Created:
                  Updated:
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