public void QuantileEstimatorInflationTest() { double maximumError = 0.05; int n = 1000; // g1 has weight 2/3, g2 has weight 1/3 Gaussian g1 = new Gaussian(2, 3); Gaussian g2 = new Gaussian(5, 1); var est = new QuantileEstimator(maximumError); List <double> x = new List <double>(); for (int i = 0; i < n; i++) { double sample = g1.Sample(); x.Add(sample); x.Add(sample); est.Add(sample); } est.Inflate(); for (int i = 0; i < n; i++) { double sample = g2.Sample(); x.Add(sample); est.Add(sample); } CheckProbLessThan(est, x, maximumError); }