private double GetCoveragePercentage(IContinuousDistribution distribution, Probability probability, ConfidenceLevel confidenceLevel,
Random random, int sampleSize, int repetitions)
{
var generator = distribution.Random(random);
var estimator = HarrellDavisQuantileEstimator.Instance;
double trueValue = distribution.Quantile(probability);
int success = 0;
for (int i = 0; i < repetitions; i++)
{
var sample = new Sample(generator.Next(sampleSize));
var estimatedCi = estimator
.GetQuantileConfidenceIntervalEstimator(sample, probability)
.GetConfidenceInterval(confidenceLevel);
if (estimatedCi.Contains(trueValue))
{
success++;
}
}
return(success * 1.0 / repetitions);
}
public override double Next() => distribution.Quantile(Random.NextDouble());
