Ejemplo n.º 1
0
        public async Task TestCauchyDistribution01()
        {
            // The properties of the cauchy distribution cannot be tested by mean, media or variance,
            // cf. https://en.wikipedia.org/wiki/Cauchy_distribution#Explanation_of_undefined_moments

            using var rng = new MultiThreadedRng();
            var dist = new FastRng.Double.Distributions.CauchyLorentzX0(rng);
            var fqa  = new FrequencyAnalysis();

            for (var n = 0; n < 100_000; n++)
            {
                fqa.CountThis(await dist.NextNumber());
            }

            var result = fqa.NormalizeAndPlotEvents(TestContext.WriteLine);

            Assert.That(result[0], Is.EqualTo(0.976990739772031).Within(0.06));
            Assert.That(result[1], Is.EqualTo(0.948808314586299).Within(0.06));
            Assert.That(result[2], Is.EqualTo(0.905284997403441).Within(0.06));

            Assert.That(result[21], Is.EqualTo(0.168965864241396).Within(0.04));
            Assert.That(result[22], Is.EqualTo(0.156877686354491).Within(0.04));
            Assert.That(result[23], Is.EqualTo(0.145970509936354).Within(0.04));

            Assert.That(result[50], Is.EqualTo(0.036533159835978).Within(0.01));

            Assert.That(result[75], Is.EqualTo(0.016793067514802).Within(0.01));
            Assert.That(result[85], Is.EqualTo(0.01316382933791).Within(0.005));
            Assert.That(result[90], Is.EqualTo(0.011773781734516).Within(0.005));

            Assert.That(result[97], Is.EqualTo(0.010168596941156).Within(0.005));
            Assert.That(result[98], Is.EqualTo(0.009966272570142).Within(0.005));
            Assert.That(result[99], Is.EqualTo(0.00976990739772).Within(0.005));
        }
Ejemplo n.º 2
0
 public async Task TestCauchyGeneratorWithRange01()
 {
     using var rng = new MultiThreadedRng();
     var dist    = new FastRng.Double.Distributions.CauchyLorentzX0(rng);
     var samples = new double[1_000];