public void ProbabilityDensityFunctionTest()
{
double a = -5;
double b = 11;
UniformContinuousDistribution target = new UniformContinuousDistribution(a, b);
double x = 4.2;
double expected = 0.0625;
double actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -5;
expected = 0.0;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -6;
expected = 0.0;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 11;
expected = 0.0625;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 12;
expected = 0.0;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
}
public void ConstructorTest()
{
var uniform = new UniformContinuousDistribution(a: 0.42, b: 1.1);
double mean = uniform.Mean; // 0.76
double median = uniform.Median; // 0.76
double var = uniform.Variance; // 0.03853333333333335
double cdf = uniform.DistributionFunction(x: 0.9); // 0.70588235294117641
double pdf = uniform.ProbabilityDensityFunction(x: 0.9); // 1.4705882352941173
double lpdf = uniform.LogProbabilityDensityFunction(x: 0.9); // 0.38566248081198445
double ccdf = uniform.ComplementaryDistributionFunction(x: 0.9); // 0.29411764705882359
double icdf = uniform.InverseDistributionFunction(p: cdf); // 0.9
double hf = uniform.HazardFunction(x: 0.9); // 4.9999999999999973
double chf = uniform.CumulativeHazardFunction(x: 0.9); // 1.2237754316221154
string str = uniform.ToString(CultureInfo.InvariantCulture); // "U(x; a = 0.42, b = 1.1)"
Assert.AreEqual(0.76, mean);
Assert.AreEqual(0.76, median);
Assert.AreEqual(0.03853333333333335, var);
Assert.AreEqual(1.2237754316221154, chf);
Assert.AreEqual(0.70588235294117641, cdf);
Assert.AreEqual(1.4705882352941173, pdf);
Assert.AreEqual(0.38566248081198445, lpdf);
Assert.AreEqual(4.9999999999999973, hf);
Assert.AreEqual(0.29411764705882359, ccdf);
Assert.AreEqual(0.9, icdf);
Assert.AreEqual("U(x; a = 0.42, b = 1.1)", str);
}
public void IntervalTest()
{
var target = new UniformContinuousDistribution(-10, 10);
for (int k = -15; k < 15; k++)
{
double expected = target.ProbabilityDensityFunction(k);
double a = target.DistributionFunction(k);
double b = target.DistributionFunction(k - 1);
double c = a - b;
Assert.AreEqual(expected, c, 1e-15);
Assert.AreEqual(c, target.DistributionFunction(k - 1, k), 1e-15);
}
}
public void RTest()
{
var target = new UniformContinuousDistribution(3, 6);
Assert.AreEqual(0, target.ProbabilityDensityFunction(2));
Assert.AreEqual(1 / 3.0, target.ProbabilityDensityFunction(3), 1e-10);
Assert.AreEqual(1 / 3.0, target.ProbabilityDensityFunction(4), 1e-10);
Assert.AreEqual(1 / 3.0, target.ProbabilityDensityFunction(5), 1e-10);
Assert.AreEqual(1 / 3.0, target.ProbabilityDensityFunction(6), 1e-10);
Assert.AreEqual(0, target.ProbabilityDensityFunction(7));
Assert.AreEqual(0, target.DistributionFunction(2));
Assert.AreEqual(0, target.DistributionFunction(3));
Assert.AreEqual(1 / 3.0, target.DistributionFunction(4), 1e-10);
Assert.AreEqual(2 / 3.0, target.DistributionFunction(5), 1e-10);
Assert.AreEqual(1, target.DistributionFunction(6), 1e-10);
Assert.AreEqual(1, target.DistributionFunction(7));
}
public void ProbabilityDensityFunctionTest()
{
double a = -5;
double b = 11;
UniformContinuousDistribution target = new UniformContinuousDistribution(a, b);
double x = 4.2;
double expected = 0.0625;
double actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -5;
expected = 0.0625;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -6;
expected = 0.0;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 11;
expected = 0.0625;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 12;
expected = 0.0;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
}
public void IntervalTest()
{
var target = new UniformContinuousDistribution(-10, 10);
for (int k = -15; k < 15; k++)
{
double expected = target.ProbabilityDensityFunction(k);
double a = target.DistributionFunction(k);
double b = target.DistributionFunction(k - 1);
double c = a - b;
Assert.AreEqual(expected, c, 1e-15);
Assert.AreEqual(c, target.DistributionFunction(k - 1, k), 1e-15);
}
}