public void LogProbabilityDensityFunctionTest()
{
double a = -5;
double b = 11;
UniformContinuousDistribution target = new UniformContinuousDistribution(a, b);
double x = 4.2;
double expected = System.Math.Log(0.0625);
double actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -5;
expected = System.Math.Log(0.0625);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -6;
expected = System.Math.Log(0.0);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 11;
expected = System.Math.Log(0.0625);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 12;
expected = System.Math.Log(0.0);
actual = target.LogProbabilityDensityFunction(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 LogProbabilityDensityFunctionTest()
{
double a = -5;
double b = 11;
UniformContinuousDistribution target = new UniformContinuousDistribution(a, b);
double x = 4.2;
double expected = System.Math.Log(0.0625);
double actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -5;
expected = System.Math.Log(0.0625);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = -6;
expected = System.Math.Log(0.0);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 11;
expected = System.Math.Log(0.0625);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
x = 12;
expected =System.Math.Log( 0.0);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual);
}