Exemple #1
0
        public void NormalDistribution_NonStandardNormal_ReturnsCorrectValues()
        {
            double mu    = .5;
            double sigma = 2;

            NormalDensity normalDensity = new NormalDensity(mu, sigma);
            double        tolerance     = 1e-6;

            var    output1         = normalDensity.N(0);
            double expectedOutput1 = 0.193334058;

            Assert.AreEqual(expectedOutput1, output1, tolerance);

            var    output2         = normalDensity.N(1);
            double expectedOutput2 = 0.193334058;

            Assert.AreEqual(expectedOutput2, output2, tolerance);

            var    output3         = normalDensity.N(-1);
            double expectedOutput3 = 0.150568716;

            Assert.AreEqual(expectedOutput3, output3, tolerance);
        }
Exemple #2
0
        public void NormalDistribution_StandardNormal_ReturnsCorrectValues()
        {
            double mu    = 0;
            double sigma = 1;

            NormalDensity normalDensity = new NormalDensity(mu, sigma);
            double        tolerance     = 1e-6;

            var    output1         = normalDensity.N(0);
            double expectedOutput1 = 0.39894228;

            Assert.AreEqual(expectedOutput1, output1, tolerance);

            var    output2         = normalDensity.N(1);
            double expectedOutput2 = 0.241970725;

            Assert.AreEqual(expectedOutput2, output2, tolerance);

            var    output3         = normalDensity.N(-1);
            double expectedOutput3 = 0.241970725;

            Assert.AreEqual(expectedOutput3, output3, tolerance);
        }