Hi, I've implemented a Stable random generator based on Chambers-Mallows-Stuck method as it is described in "Handbook of computational statistics: concepts and methods" by James E. Gentle, Wolfgang Härdle, Yuichi Mori
But I'm stuck on unit-testing of the generator as I don't have estimators of stable distribution parameters. I cannot use moments to approve/disapprove if the sample satisfies to the distribution Thus I've to fall back to tests with known moments: 1. Normal distribution (alpha = 2 and beta=0.0) 2. Cauchy distribution (alpha = 1 and beta=0.0) 3. Alpha > 1 The alpha interval (0, 1) stays untested. The questions are: 1. Is it worth to include it into Commons Math? 2. Are these unit-tests enough for acceptance? Pavel --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
