Gilles created MATH-1313: ---------------------------- Summary: Wrong tolerance in some unit tests of "RandomGeneratorAbstractTest" Key: MATH-1313 URL: https://issues.apache.org/jira/browse/MATH-1313 Project: Commons Math Issue Type: Bug Reporter: Gilles Assignee: Gilles Priority: Minor Fix For: 4.0
I doubt that the mean check in the unit test below is ever going to trigger an assertion failure... {noformat} @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); } {noformat} And similar in "testFloatDirect()". I propose the following replacement: {noformat} @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); } {noformat} where "assertUniformInUnitInterval" is defined as: {noformat} /** * 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); } {noformat} Please correct if this new test is not what was intended. -- This message was sent by Atlassian JIRA (v6.3.4#6332)