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https://issues.apache.org/jira/browse/MATH-1313?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15091318#comment-15091318
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Phil Steitz commented on MATH-1313:
-----------------------------------
The current test checks only the mean and standard deviation of the sample. It
does not actually test that the deviates follow a uniform distribution. I
think it was likely implemented before we had tests that could test that the
sample deviates actually follow the distribution. That is what the various
tests of distribution samplers do. That is what we should do here.
> 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
> Labels: unit-test
> 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.
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