public void WeightedVarianceTest2()
{
double[] original = { 5, 5, 1, 4, 1, 2, 2, 3, 3, 3, 4, 3, 3, 3, 4, 3, 2, 3 };
double expected = Tools.Variance(original);
var repeats = new[] { 2, 1, 1, 1, 2, 3, 1, 3, 1, 1, 1, 1 };
var samples = new[] { 5, 1, 4, 1, 2, 3, 4, 3, 4, 3, 2, 3.0 };
double actual = Tools.WeightedVariance(samples, repeats);
Assert.AreEqual(expected, actual);
}
public void WeightedVarianceTest1()
{
double[] original = { 5, 5, 1, 4, 1, 2, 2, 3, 3, 3, 4, 3, 3, 3, 4, 3, 2, 3 };
double expected = Tools.Variance(original, unbiased: false);
double[] weights = { 2, 1, 1, 1, 2, 3, 1, 3, 1, 1, 1, 1 };
double[] samples = { 5, 1, 4, 1, 2, 3, 4, 3, 4, 3, 2, 3 };
weights = weights.Divide(weights.Sum());
double actual = Tools.WeightedVariance(samples, weights, unbiased: false);
Assert.AreEqual(expected, actual);
}
