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https://issues.apache.org/jira/browse/MATH-1313?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles resolved MATH-1313.
--------------------------
Resolution: Fixed
Commit 2df0a3be66f6fa1067d976d7a05500beff7eda53 fixes the bug in a way similar
to what is done for sigma in the same unit test.
New issue was opened to eventually change the tests.
> 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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