C# (CSharp) BernoulliDistribution.FitToSample Examples

Example #1

File: DiscreteDistributionTest.cs Project: zyzhu/metanumerics

        public void BernoulliDistributionFit()
        {
            double p = 0.25;

            int    n0  = 0;
            int    n1  = 0;
            Random rng = new Random(3);

            for (int i = 0; i < 100; i++)
            {
                if (rng.NextDouble() < p)
                {
                    n1++;
                }
                else
                {
                    n0++;
                }
            }
            BernoulliFitResult fit = BernoulliDistribution.FitToSample(n0, n1);

            Assert.IsTrue(fit.P.ConfidenceInterval(0.95).ClosedContains(p));
            Assert.IsTrue(fit.GoodnessOfFit.Probability > 0.05);

            Assert.IsTrue(fit.Parameters.Count == 1);
            Assert.IsTrue(fit.Parameters[0].Estimate == fit.P);
        }