Example #1
0
        public void ValidateInverseCumulativeDistribution(double scale, double shape, double x)
        {
            var    n   = new Pareto(scale, shape);
            double cdf = 1.0 - Math.Pow(scale / x, shape);

            Assert.AreEqual(x, n.InverseCumulativeDistribution(cdf), 1e-12);
            Assert.AreEqual(x, Pareto.InvCDF(scale, shape, cdf), 1e-12);
        }