public void DiscreteDistributionBase()
{
DiscreteDistribution D = new DiscreteTestDistribution();
double P = 0.0;
double M1 = 0.0;
double M2 = 0.0;
for (int k = 1; k <= 3; k++)
{
P += D.ProbabilityMass(k);
M1 += k * D.ProbabilityMass(k);
M2 += k * k * D.ProbabilityMass(k);
}
Assert.IsTrue(TestUtilities.IsNearlyEqual(P, 1.0));
Assert.IsTrue(TestUtilities.IsNearlyEqual(D.Moment(0), 1.0));
double C2 = M2 - M1 * M1;
Assert.IsTrue(TestUtilities.IsNearlyEqual(M1, D.Mean));
Assert.IsTrue(TestUtilities.IsNearlyEqual(M1, D.Moment(1)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(M2, D.Moment(2)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(C2, D.Variance));
Assert.IsTrue(TestUtilities.IsNearlyEqual(C2, D.MomentAboutMean(2)));
Assert.IsTrue(D.InverseLeftProbability(D.LeftInclusiveProbability(2)) == 2);
}
public void DiscreteDistributionBase()
{
DiscreteDistribution D = new DiscreteTestDistribution();
double M0 = D.ExpectationValue(k => 1.0);
Assert.IsTrue(TestUtilities.IsNearlyEqual(M0, 1.0));
Assert.IsTrue(TestUtilities.IsNearlyEqual(M0, D.RawMoment(0)));
double M1 = D.ExpectationValue(k => k);
Assert.IsTrue(TestUtilities.IsNearlyEqual(M1, D.Mean));
Assert.IsTrue(TestUtilities.IsNearlyEqual(M1, D.RawMoment(1)));
double C2 = D.ExpectationValue(k => MoreMath.Sqr(k - M1));
Assert.IsTrue(TestUtilities.IsNearlyEqual(C2, D.Variance));
Assert.IsTrue(TestUtilities.IsNearlyEqual(C2, D.CentralMoment(2)));
Assert.IsTrue(D.InverseLeftProbability(D.LeftInclusiveProbability(2)) == 2);
}
public void DiscreteDistributionBase()
{
DiscreteDistribution D = new DiscreteTestDistribution();
double P = 0.0;
double M1 = 0.0;
double M2 = 0.0;
for (int k = 1; k <= 3; k++) {
P += D.ProbabilityMass(k);
M1 += k * D.ProbabilityMass(k);
M2 += k * k * D.ProbabilityMass(k);
}
Assert.IsTrue(TestUtilities.IsNearlyEqual(P, 1.0));
Assert.IsTrue(TestUtilities.IsNearlyEqual(D.Moment(0), 1.0));
double C2 = M2 - M1 * M1;
Assert.IsTrue(TestUtilities.IsNearlyEqual(M1, D.Mean));
Assert.IsTrue(TestUtilities.IsNearlyEqual(M1, D.Moment(1)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(M2, D.Moment(2)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(C2, D.Variance));
Assert.IsTrue(TestUtilities.IsNearlyEqual(C2, D.MomentAboutMean(2)));
Assert.IsTrue(D.InverseLeftProbability(D.LeftInclusiveProbability(2)) == 2);
}